-100.0%
DFNS vs JAAA
+18.5%
-118.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | 0.0% | +12.7% | +12.9% |
| 7D | -13.0% | +0.1% | -13.1% | -12.2% |
| 30D | -56.9% | +0.4% | -57.3% | -55.1% |
| 3M | -93.2% | +1.2% | -94.4% | -92.3% |
| 6M | -95.4% | +2.3% | -97.8% | -94.2% |
| YTD | -99.5% | +4.0% | -103.5% | -99.3% |
| 1Y | -99.6% | +4.8% | -104.4% | -99.4% |
| All | -100.0% | +18.5% | -118.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling