-5.0%
DPZ vs JAAA
+18.5%
-23.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +8.0% | +0.4% | +7.6% | +7.4% |
| 3M | -4.2% | +1.1% | -5.3% | -5.9% |
| 6M | +4.6% | +2.3% | +2.3% | +0.9% |
| YTD | -18.4% | +3.9% | -22.3% | -23.2% |
| 1Y | -16.8% | +4.8% | -21.6% | -22.8% |
| 3Y | -5.0% | +18.4% | -23.5% | +11.9% |
| All | -5.0% | +18.5% | -23.5% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling