-11.5%
DXCM vs JAAA
+29.3%
-40.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -3.2% | +0.2% | -3.4% | -3.4% |
| 30D | +6.3% | +0.5% | +5.8% | +5.6% |
| 3M | +21.1% | +1.3% | +19.8% | +19.2% |
| 6M | +20.6% | +2.7% | +17.9% | +16.8% |
| YTD | +32.4% | +3.2% | +29.3% | +27.7% |
| 1Y | +8.8% | +4.9% | +3.9% | +3.1% |
| 3Y | -13.7% | +19.0% | -32.7% | -22.8% |
| 5Y | -35.2% | +26.8% | -62.0% | -43.8% |
| All | -11.5% | +29.3% | -40.8% | -35.0% |
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 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