+60.1%
DOCN vs JAAA
+25.6%
+34.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.6% |
| 7D | +1.1% | +0.2% | +1.0% | +0.6% |
| 30D | -9.6% | +0.5% | -10.2% | -11.0% |
| 3M | -37.7% | +1.3% | -39.0% | -39.9% |
| 6M | +115.2% | +2.7% | +112.6% | +99.6% |
| YTD | +133.7% | +3.2% | +130.5% | +113.8% |
| 1Y | +250.2% | +4.9% | +245.2% | +206.3% |
| 3Y | +320.3% | +19.0% | +301.3% | +235.6% |
| All | +60.1% | +25.6% | +34.5% | +13.6% |
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