+53.9%
DOCN vs JAAA
+4.8%
+49.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.4% |
| 7D | -12.1% | +0.1% | -12.2% | -12.4% |
| 30D | -41.0% | +0.4% | -41.4% | -41.9% |
| 3M | -38.7% | +1.2% | -39.9% | -41.6% |
| 6M | -51.5% | +2.3% | -53.8% | -57.4% |
| YTD | +65.3% | +3.9% | +61.3% | +41.5% |
| 1Y | +53.9% | +4.8% | +49.1% | +39.8% |
| All | +53.9% | +4.8% | +49.1% | +39.8% |
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