+45.7%
DUK vs JAAA
+19.0%
+26.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -2.4% | +0.5% | -3.0% | -2.5% |
| 3M | -3.0% | +1.3% | -4.3% | -3.2% |
| 6M | -6.6% | +2.8% | -9.3% | -6.8% |
| YTD | +4.6% | +3.3% | +1.3% | +4.1% |
| 1Y | +1.2% | +4.9% | -3.7% | +0.3% |
| 3Y | +45.7% | +19.0% | +26.7% | +54.2% |
| All | +45.7% | +19.0% | +26.7% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling