-33.2%
DG vs JAAA
+29.3%
-62.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +8.4% | +0.2% | +8.2% | +8.4% |
| 30D | +4.9% | +0.5% | +4.4% | +4.8% |
| 3M | +29.3% | +1.3% | +28.1% | +29.0% |
| 6M | -11.3% | +2.7% | -13.9% | -11.6% |
| YTD | +1.8% | +3.2% | -1.4% | +1.3% |
| 1Y | +25.3% | +4.9% | +20.4% | +24.8% |
| 3Y | +9.1% | +19.0% | -9.9% | +3.0% |
| 5Y | -34.9% | +26.8% | -61.7% | -42.0% |
| All | -33.2% | +29.3% | -62.5% | -42.4% |
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