+7.1%
DOC vs JAAA
+29.3%
-22.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | +6.9% | +1.3% | +5.6% | +5.1% |
| 6M | +20.7% | +2.7% | +18.1% | +16.7% |
| YTD | +34.1% | +3.2% | +31.0% | +28.8% |
| 1Y | +22.6% | +4.9% | +17.7% | +15.4% |
| 3Y | +20.8% | +19.0% | +1.8% | +3.7% |
| 5Y | -24.9% | +26.8% | -51.7% | -38.7% |
| All | +7.1% | +29.3% | -22.2% | -13.7% |
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