-18.1%
DXCM vs JAAA
+30.2%
-48.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.8% |
| 30D | -4.3% | +0.4% | -4.7% | -4.8% |
| 3M | -10.4% | +1.2% | -11.6% | -11.7% |
| 6M | +33.1% | +2.3% | +30.8% | +29.5% |
| YTD | +22.6% | +4.0% | +18.7% | +17.1% |
| 1Y | +36.5% | +4.8% | +31.7% | +29.3% |
| 3Y | -13.5% | +18.5% | -31.9% | -23.1% |
| 5Y | -49.6% | +27.5% | -77.1% | -56.5% |
| All | -18.1% | +30.2% | -48.3% | -40.3% |
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