+116.4%
DOCN vs JAAA
+4.8%
+111.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.2% |
| 7D | -20.0% | +0.2% | -20.2% | -20.5% |
| 30D | -38.8% | +0.4% | -39.2% | -39.8% |
| 3M | -34.8% | +1.2% | -36.0% | -38.3% |
| 6M | -22.8% | +2.3% | -25.1% | -33.0% |
| YTD | +74.6% | +3.9% | +70.8% | +49.2% |
| 1Y | +116.4% | +4.8% | +111.6% | +81.0% |
| All | +116.4% | +4.8% | +111.7% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling