+169.0%
DRI vs JAAA
+29.3%
+139.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +0.6% | +0.2% | +0.4% | +0.3% |
| 30D | +3.8% | +0.5% | +3.3% | +3.0% |
| 3M | +13.0% | +1.3% | +11.7% | +11.0% |
| 6M | +8.3% | +2.7% | +5.7% | +4.3% |
| YTD | +20.6% | +3.2% | +17.4% | +15.3% |
| 1Y | +6.5% | +4.9% | +1.5% | -0.6% |
| 3Y | +53.7% | +19.0% | +34.7% | +26.6% |
| 5Y | +72.7% | +26.8% | +45.9% | +32.9% |
| All | +169.0% | +29.3% | +139.8% | +92.8% |
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