-27.5%
DOCN vs JAAA
+27.5%
-55.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.3% |
| 7D | +19.1% | +0.1% | +19.0% | +18.8% |
| 30D | -21.0% | +0.4% | -21.4% | -22.0% |
| 3M | -34.7% | +1.2% | -36.0% | -37.0% |
| 6M | -45.8% | +2.3% | -48.1% | -49.3% |
| YTD | +79.4% | +4.0% | +75.4% | +60.3% |
| 1Y | +91.0% | +4.8% | +86.2% | +66.9% |
| 3Y | +237.5% | +18.4% | +219.0% | +162.4% |
| All | -27.5% | +27.5% | -55.0% | -52.5% |
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