-73.2%
DOCS vs JAAA
+25.6%
-98.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.8% | -2.9% |
| 7D | -1.4% | +0.2% | -1.6% | -1.8% |
| 30D | +21.8% | +0.5% | +21.3% | +20.4% |
| 3M | +27.3% | +1.3% | +26.0% | +23.8% |
| 6M | -0.3% | +2.7% | -3.0% | -5.9% |
| YTD | -40.5% | +3.2% | -43.7% | -44.4% |
| 1Y | -61.5% | +4.9% | -66.5% | -65.2% |
| 3Y | +8.2% | +19.0% | -10.8% | -8.9% |
| All | -73.2% | +25.6% | -98.8% | -78.2% |
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