+105.8%
DIA vs JAAA
+30.3%
+75.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +1.5% | +0.4% | +1.1% | +0.8% |
| 3M | -2.4% | +1.2% | -3.6% | -4.2% |
| 6M | +6.0% | +2.3% | +3.7% | +2.3% |
| YTD | +10.1% | +4.0% | +6.1% | +3.8% |
| 1Y | +11.8% | +4.8% | +7.0% | +4.2% |
| 3Y | +59.7% | +18.4% | +41.3% | +34.7% |
| 5Y | +57.9% | +27.5% | +30.4% | +26.7% |
| All | +105.8% | +30.3% | +75.5% | +52.8% |
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