+104.3%
DVA vs JAAA
+29.3%
+75.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -0.4% | +0.5% | -0.8% | -0.7% |
| 3M | -7.7% | +1.2% | -8.9% | -8.5% |
| 6M | +20.0% | +2.7% | +17.2% | +17.7% |
| YTD | +61.1% | +3.2% | +57.9% | +57.3% |
| 1Y | +33.9% | +4.8% | +29.1% | +29.0% |
| 3Y | +91.5% | +19.0% | +72.5% | +64.9% |
| 5Y | +41.8% | +26.8% | +15.0% | +13.2% |
| All | +104.3% | +29.3% | +75.0% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling