+164.6%
DOCN vs JAAA
+27.4%
+137.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.6% |
| 7D | +1.1% | +0.2% | +1.0% | +0.7% |
| 30D | -9.6% | +0.5% | -10.2% | -10.9% |
| 3M | -37.7% | +1.3% | -39.0% | -39.8% |
| 6M | +115.2% | +2.7% | +112.6% | +100.4% |
| YTD | +133.7% | +3.2% | +130.5% | +114.9% |
| 1Y | +250.2% | +4.9% | +245.2% | +208.6% |
| 3Y | +320.3% | +19.0% | +301.3% | +241.2% |
| 5Y | +53.1% | +26.8% | +26.3% | +13.9% |
| All | +164.6% | +27.4% | +137.2% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling