-6.0%
DPZ vs JAAA
+30.1%
-36.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +9.5% | +0.2% | +9.3% | +9.4% |
| 30D | +12.8% | +0.4% | +12.4% | +12.4% |
| 3M | -6.2% | +1.2% | -7.4% | -7.2% |
| 6M | +4.3% | +2.3% | +2.0% | +2.3% |
| YTD | -16.6% | +3.9% | -20.5% | -19.2% |
| 1Y | -12.8% | +4.8% | -17.6% | -16.2% |
| 3Y | -0.8% | +18.7% | -19.5% | -10.6% |
| 5Y | -25.8% | +27.4% | -53.2% | -35.8% |
| All | -6.0% | +30.1% | -36.1% | -23.9% |
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 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