-38.6%
DXCM vs JAAA
+26.4%
-65.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -0.3% | +0.5% | -0.7% | -0.7% |
| 3M | +10.3% | +1.2% | +9.1% | +8.9% |
| 6M | +24.1% | +2.8% | +21.3% | +20.6% |
| YTD | +27.4% | +3.2% | +24.2% | +23.4% |
| 1Y | +8.4% | +4.8% | +3.5% | +3.6% |
| 3Y | -19.0% | +19.0% | -38.0% | -23.8% |
| 5Y | -38.6% | +26.8% | -65.4% | -42.0% |
| All | -38.6% | +26.4% | -65.0% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling