+60.6%
DVA vs JAAA
+4.8%
+55.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +4.7% | +0.2% | +4.6% | +5.6% |
| 30D | +7.8% | +0.4% | +7.4% | +10.3% |
| 3M | -15.5% | +1.2% | -16.7% | -9.7% |
| 6M | +25.0% | +2.3% | +22.7% | +43.5% |
| YTD | +69.6% | +3.9% | +65.7% | +115.3% |
| 1Y | +60.6% | +4.8% | +55.8% | +117.8% |
| All | +60.6% | +4.8% | +55.8% | +117.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling