-6.8%
DPZ vs JAAA
+29.3%
-36.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.5% | +0.2% | -2.7% | -2.7% |
| 30D | -7.0% | +0.5% | -7.5% | -7.4% |
| 3M | +11.6% | +1.3% | +10.3% | +10.4% |
| 6M | -15.2% | +2.7% | -17.8% | -17.0% |
| YTD | -17.2% | +3.2% | -20.4% | -19.4% |
| 1Y | -24.8% | +4.9% | -29.8% | -27.8% |
| 3Y | -8.7% | +19.0% | -27.7% | -17.6% |
| 5Y | -28.9% | +26.8% | -55.7% | -38.4% |
| All | -6.8% | +29.3% | -36.0% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling