+748.4%
ASX vs JD
+31.9%
+716.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +6.0% |
| 7D | -19.9% | +13.4% | -33.3% | -22.4% |
| 30D | -30.9% | +7.7% | -38.6% | -32.3% |
| 3M | -15.1% | -11.3% | -3.8% | -13.2% |
| 6M | -6.5% | -5.1% | -1.3% | -6.4% |
| YTD | +98.4% | +5.0% | +93.4% | +93.4% |
| 1Y | +107.9% | -5.6% | +113.5% | +107.8% |
| 3Y | +325.3% | +17.8% | +307.5% | +285.0% |
| 5Y | +447.3% | -57.2% | +504.5% | +494.2% |
| All | +748.4% | +31.9% | +716.5% | +514.5% |
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