-22.2%
DOC vs JAAA
+27.4%
-49.5%
-54.0%
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% | -0.2% |
| 7D | +6.2% | +0.2% | +6.1% | +6.0% |
| 30D | +6.5% | +0.4% | +6.1% | +5.8% |
| 3M | -6.2% | +1.2% | -7.4% | -7.9% |
| 6M | +25.6% | +2.3% | +23.3% | +21.4% |
| YTD | +32.1% | +3.9% | +28.2% | +24.9% |
| 1Y | +20.3% | +4.8% | +15.5% | +12.3% |
| 3Y | +42.7% | +18.7% | +24.1% | +19.0% |
| 5Y | -22.2% | +27.4% | -49.6% | -39.3% |
| All | -22.2% | +27.4% | -49.5% | -39.3% |
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