+80.8%
DOV vs JAAA
+29.4%
+51.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.7% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -8.9% | +0.5% | -9.4% | -9.9% |
| 3M | -13.3% | +1.3% | -14.5% | -15.6% |
| 6M | -9.7% | +2.8% | -12.4% | -14.8% |
| YTD | -2.5% | +3.3% | -5.7% | -8.8% |
| 1Y | +7.2% | +4.9% | +2.3% | -3.0% |
| 3Y | +39.4% | +19.0% | +20.4% | +8.3% |
| 5Y | +15.8% | +26.9% | -11.1% | -17.7% |
| All | +80.8% | +29.4% | +51.5% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling