+78.8%
DRI vs JAAA
+27.4%
+51.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | +14.7% | +0.4% | +14.3% | +14.1% |
| 3M | +5.4% | +1.2% | +4.3% | +3.8% |
| 6M | +18.8% | +2.3% | +16.5% | +15.3% |
| YTD | +28.4% | +4.0% | +24.4% | +22.1% |
| 1Y | +37.7% | +4.8% | +32.9% | +29.7% |
| 3Y | +68.0% | +18.5% | +49.5% | +43.9% |
| 5Y | +78.8% | +27.5% | +51.3% | +40.3% |
| All | +78.8% | +27.4% | +51.4% | +40.3% |
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