-61.5%
DOCS vs JAAA
+4.9%
-66.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.8% | -3.7% |
| 7D | -1.4% | +0.2% | -1.6% | -3.5% |
| 30D | +21.8% | +0.5% | +21.3% | +14.4% |
| 3M | +27.3% | +1.3% | +26.0% | +10.8% |
| 6M | -0.3% | +2.7% | -3.0% | -24.9% |
| YTD | -40.5% | +3.2% | -43.7% | -57.9% |
| 1Y | -61.5% | +4.9% | -66.5% | -77.0% |
| All | -61.5% | +4.9% | -66.4% | -77.0% |
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