-36.6%
DT vs JAAA
+27.5%
-64.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -30.0% |
| 3M | -11.7% | +1.2% | -12.9% | -13.4% |
| 6M | +29.0% | +2.3% | +26.7% | +24.3% |
| YTD | +3.4% | +4.0% | -0.6% | -3.0% |
| 1Y | -4.2% | +4.8% | -9.1% | -11.2% |
| 3Y | -12.8% | +18.4% | -31.3% | -24.0% |
| All | -36.6% | +27.5% | -64.2% | -50.6% |
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