-8.0%
DPZ vs JAAA
+30.2%
-38.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +6.6% | +0.2% | +6.4% | +6.4% |
| 30D | +10.3% | +0.4% | +9.9% | +9.9% |
| 3M | -6.2% | +1.2% | -7.4% | -7.1% |
| 6M | +4.2% | +2.3% | +1.9% | +2.2% |
| YTD | -18.4% | +3.9% | -22.3% | -21.0% |
| 1Y | -14.9% | +4.8% | -19.8% | -18.2% |
| 3Y | -4.6% | +18.5% | -23.2% | -14.0% |
| 5Y | -27.4% | +27.5% | -54.9% | -37.2% |
| All | -8.0% | +30.2% | -38.2% | -25.6% |
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 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