+11.2%
DXCM vs JAAA
+4.7%
+6.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.8% | +0.1% | -5.9% | -6.2% |
| 30D | -5.6% | +0.4% | -6.0% | -7.7% |
| 3M | +13.0% | +1.2% | +11.8% | +7.0% |
| 6M | +24.7% | +2.7% | +22.0% | +11.7% |
| YTD | +27.3% | +3.2% | +24.2% | +17.6% |
| 1Y | +11.2% | +4.8% | +6.4% | +19.1% |
| All | +11.2% | +4.7% | +6.5% | +19.1% |
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