+70.5%
DOCN vs JAAA
+28.3%
+42.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.4% |
| 7D | -19.2% | +0.2% | -19.3% | -19.5% |
| 30D | -43.1% | +0.4% | -43.5% | -43.7% |
| 3M | -40.7% | +1.2% | -41.9% | -42.6% |
| 6M | -55.0% | +2.3% | -57.3% | -57.8% |
| YTD | +50.6% | +3.9% | +46.7% | +35.9% |
| 1Y | +54.0% | +4.8% | +49.1% | +35.7% |
| 3Y | +203.9% | +18.5% | +185.4% | +142.5% |
| 5Y | -29.4% | +27.5% | -56.8% | -48.4% |
| All | +70.5% | +28.3% | +42.3% | +22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling