+2.1%
DT vs JAAA
+30.3%
-28.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -29.5% | +0.4% | -30.0% | -30.1% |
| 3M | -11.7% | +1.2% | -12.9% | -13.5% |
| 6M | +29.0% | +2.3% | +26.7% | +24.0% |
| YTD | +3.4% | +4.0% | -0.6% | -3.3% |
| 1Y | -4.2% | +4.8% | -9.1% | -11.5% |
| 3Y | -12.8% | +18.4% | -31.3% | -26.5% |
| 5Y | -39.6% | +27.5% | -67.1% | -52.1% |
| All | +2.1% | +30.3% | -28.2% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling