-21.4%
DOC vs JAAA
+27.4%
-48.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +8.7% | +0.2% | +8.6% | +8.5% |
| 30D | +7.6% | +0.4% | +7.2% | +7.0% |
| 3M | -5.3% | +1.2% | -6.5% | -6.9% |
| 6M | +27.6% | +2.3% | +25.3% | +23.3% |
| YTD | +32.4% | +3.9% | +28.6% | +25.2% |
| 1Y | +22.9% | +4.8% | +18.1% | +14.7% |
| 3Y | +43.1% | +18.7% | +24.4% | +19.3% |
| 5Y | -21.4% | +27.4% | -48.8% | -38.8% |
| All | -21.4% | +27.4% | -48.8% | -38.8% |
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