-15.6%
DXCM vs JAAA
+29.3%
-44.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | -4.3% | +0.5% | -4.8% | -4.8% |
| 3M | +7.3% | +1.2% | +6.0% | +5.7% |
| 6M | +22.0% | +2.7% | +19.3% | +18.2% |
| YTD | +26.4% | +3.2% | +23.2% | +21.8% |
| 1Y | +7.0% | +4.8% | +2.2% | +1.5% |
| 3Y | -19.6% | +19.0% | -38.6% | -28.0% |
| 5Y | -39.3% | +26.8% | -66.1% | -47.3% |
| All | -15.6% | +29.3% | -44.9% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling