-99.9%
DFNS vs JAAA
+29.3%
-129.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.8% |
| 7D | -16.0% | +0.2% | -16.2% | -15.6% |
| 30D | -77.7% | +0.5% | -78.2% | -77.4% |
| 3M | -77.2% | +1.3% | -78.4% | -76.4% |
| 6M | -95.2% | +2.7% | -97.8% | -94.8% |
| YTD | -98.0% | +3.2% | -101.1% | -97.8% |
| 1Y | -98.3% | +4.9% | -103.2% | -98.0% |
| 3Y | -99.9% | +19.0% | -118.9% | -99.9% |
| 5Y | -99.9% | +26.8% | -126.7% | -99.8% |
| All | -99.9% | +29.3% | -129.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling