+21.8%
DG vs JAAA
+18.5%
+3.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +3.2% | +0.4% | +2.8% | +3.4% |
| 3M | +10.4% | +1.2% | +9.2% | +11.0% |
| 6M | +33.2% | +2.3% | +30.9% | +34.9% |
| YTD | +3.0% | +4.0% | -1.0% | +6.2% |
| 1Y | +31.2% | +4.8% | +26.4% | +36.9% |
| 3Y | +21.8% | +18.4% | +3.4% | +35.1% |
| All | +21.8% | +18.5% | +3.3% | +35.1% |
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