+28.7%
DOV vs JAAA
+27.5%
+1.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | +8.6% | +0.4% | +8.2% | +7.5% |
| 3M | +1.9% | +1.2% | +0.7% | -0.9% |
| 6M | -1.7% | +2.3% | -4.0% | -6.7% |
| YTD | +8.3% | +4.0% | +4.3% | -0.9% |
| 1Y | +16.6% | +4.8% | +11.7% | +4.8% |
| 3Y | +65.1% | +18.4% | +46.7% | +25.7% |
| All | +28.7% | +27.5% | +1.1% | -12.4% |
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