-23.6%
DOC vs JAAA
+25.6%
-49.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -1.5% | +0.2% | -1.7% | -1.7% |
| 30D | -4.8% | +0.5% | -5.3% | -5.5% |
| 3M | +6.9% | +1.3% | +5.6% | +4.9% |
| 6M | +20.7% | +2.7% | +18.1% | +16.1% |
| YTD | +34.1% | +3.2% | +31.0% | +28.0% |
| 1Y | +22.6% | +4.9% | +17.7% | +14.3% |
| 3Y | +20.8% | +19.0% | +1.8% | +0.6% |
| All | -23.6% | +25.6% | -49.2% | -40.2% |
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