-38.3%
DG vs JAAA
+29.3%
-67.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | +2.4% | +0.4% | +2.0% | +2.3% |
| 3M | +12.4% | +1.2% | +11.2% | +12.2% |
| 6M | -14.9% | +2.7% | -17.6% | -15.3% |
| YTD | -6.1% | +3.2% | -9.2% | -6.4% |
| 1Y | +17.9% | +4.8% | +13.0% | +17.4% |
| 3Y | +3.1% | +19.0% | -15.8% | -2.6% |
| 5Y | -38.7% | +26.8% | -65.5% | -45.3% |
| All | -38.3% | +29.3% | -67.6% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling