-8.3%
DPZ vs JAAA
+30.2%
-38.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +12.5% | +0.4% | +12.1% | +12.2% |
| 3M | -5.2% | +1.2% | -6.4% | -6.2% |
| 6M | +8.8% | +2.3% | +6.5% | +6.7% |
| YTD | -18.7% | +4.0% | -22.6% | -21.2% |
| 1Y | -15.7% | +4.8% | -20.5% | -18.9% |
| 3Y | -7.5% | +18.5% | -26.0% | -16.6% |
| 5Y | -30.1% | +27.5% | -57.6% | -39.5% |
| All | -8.3% | +30.2% | -38.6% | -25.8% |
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 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