-27.5%
DPZ vs JAAA
+27.4%
-55.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 6M | +4.2% | +2.3% | +1.9% | +2.5% |
| YTD | -18.4% | +3.9% | -22.3% | -20.6% |
| 1Y | -14.9% | +4.8% | -19.8% | -17.8% |
| 3Y | -4.6% | +18.5% | -23.2% | -11.4% |
| All | -27.5% | +27.4% | -55.0% | -36.4% |
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