-27.8%
DT vs JAAA
+26.8%
-54.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | +0.1% | +0.5% | -0.4% | -0.7% |
| 3M | +24.1% | +1.2% | +22.9% | +21.6% |
| 6M | +30.1% | +2.7% | +27.4% | +24.6% |
| YTD | +16.8% | +3.2% | +13.6% | +11.1% |
| 1Y | -0.1% | +4.8% | -4.9% | -7.2% |
| 3Y | +6.8% | +19.0% | -12.2% | -5.3% |
| All | -27.8% | +26.8% | -54.7% | -40.2% |
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