+42.1%
DLR vs JAAA
+26.7%
+15.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | -1.2% | +0.5% | -1.6% | -2.1% |
| 3M | +2.9% | +1.2% | +1.7% | +0.3% |
| 6M | +6.7% | +2.7% | +3.9% | +0.9% |
| YTD | +23.9% | +3.2% | +20.7% | +16.2% |
| 1Y | +18.6% | +4.8% | +13.8% | +8.0% |
| 3Y | +59.7% | +19.0% | +40.7% | +21.4% |
| 5Y | +42.1% | +26.8% | +15.3% | -3.1% |
| All | +42.1% | +26.7% | +15.3% | -3.1% |
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 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