-70.0%
DOCU vs JAAA
+29.3%
-99.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.5% |
| 7D | +6.9% | +0.2% | +6.7% | +6.4% |
| 30D | +19.0% | +0.5% | +18.5% | +17.3% |
| 3M | +34.3% | +1.3% | +33.0% | +29.6% |
| 6M | +48.0% | +2.7% | +45.3% | +37.4% |
| YTD | 0.0% | +3.2% | -3.2% | -8.4% |
| 1Y | -10.3% | +4.9% | -15.2% | -21.7% |
| 3Y | +32.4% | +19.0% | +13.4% | -6.2% |
| 5Y | -77.9% | +26.8% | -104.7% | -86.0% |
| All | -70.0% | +29.3% | -99.3% | -80.8% |
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