+63.6%
DIA vs JAAA
+26.7%
+36.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | -2.7% | +0.5% | -3.1% | -3.4% |
| 3M | +3.3% | +1.2% | +2.0% | +1.3% |
| 6M | +10.4% | +2.7% | +7.7% | +5.9% |
| YTD | +10.0% | +3.2% | +6.8% | +4.8% |
| 1Y | +16.2% | +4.8% | +11.4% | +8.3% |
| 3Y | +58.7% | +19.0% | +39.7% | +35.4% |
| 5Y | +63.6% | +26.8% | +36.8% | +33.8% |
| All | +63.6% | +26.7% | +36.9% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling