+318.8%
ADP vs JD
+31.1%
+287.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.9% |
| 30D | +11.9% | +4.2% | +7.7% | +11.4% |
| 3M | +13.7% | -12.8% | +26.5% | +15.2% |
| 6M | +46.8% | -8.8% | +55.5% | +47.8% |
| YTD | +21.8% | +0.5% | +21.3% | +21.1% |
| 1Y | +23.5% | -8.8% | +32.3% | +24.1% |
| 3Y | +44.1% | +18.6% | +25.5% | +36.1% |
| 5Y | +49.9% | -62.2% | +112.1% | +59.1% |
| 10Y | +318.8% | +32.2% | +286.5% | +231.2% |
| All | +318.8% | +31.1% | +287.7% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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