+30.9%
DOCU vs JAAA
+18.9%
+12.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.2% |
| 7D | +6.9% | +0.2% | +6.7% | +5.7% |
| 30D | +19.0% | +0.5% | +18.5% | +15.0% |
| 3M | +34.3% | +1.3% | +33.0% | +23.6% |
| 6M | +48.0% | +2.7% | +45.3% | +24.3% |
| YTD | 0.0% | +3.2% | -3.2% | -18.9% |
| 1Y | -10.3% | +4.9% | -15.2% | -35.4% |
| All | +30.9% | +18.9% | +12.0% | -39.6% |
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