+39.6%
DOCS vs JAAA
+18.5%
+21.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.1% |
| 7D | +2.6% | +0.1% | +2.5% | +1.9% |
| 30D | +11.4% | +0.4% | +11.0% | +8.2% |
| 3M | +25.4% | +1.2% | +24.2% | +15.2% |
| 6M | +42.5% | +2.3% | +40.2% | +21.7% |
| YTD | -24.7% | +4.0% | -28.7% | -42.4% |
| 1Y | -32.9% | +4.8% | -37.8% | -51.3% |
| 3Y | +39.6% | +18.4% | +21.2% | -37.7% |
| All | +39.6% | +18.5% | +21.1% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling