-32.9%
DOCN vs JAAA
+27.4%
-60.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.0% | +8.0% |
| 7D | -12.8% | +0.1% | -12.9% | -12.9% |
| 30D | -41.9% | +0.4% | -42.3% | -42.6% |
| 3M | -36.9% | +1.1% | -38.1% | -39.0% |
| 6M | -52.2% | +2.3% | -54.5% | -55.3% |
| YTD | +62.7% | +3.9% | +58.8% | +45.6% |
| 1Y | +58.2% | +4.8% | +53.4% | +38.1% |
| 3Y | +219.5% | +18.4% | +201.0% | +147.4% |
| 5Y | -32.9% | +27.4% | -60.3% | -55.9% |
| All | -32.9% | +27.4% | -60.3% | -55.9% |
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