+186.7%
B vs JD
+31.9%
+154.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +9.6% | +13.4% | -3.8% | +8.1% |
| 30D | +3.5% | +7.7% | -4.2% | +2.7% |
| 3M | -1.6% | -11.3% | +9.7% | -0.4% |
| 6M | -1.7% | -5.1% | +3.5% | -1.3% |
| YTD | -5.3% | +5.0% | -10.4% | -6.0% |
| 1Y | +27.2% | -5.6% | +32.9% | +27.6% |
| 3Y | +166.1% | +17.8% | +148.3% | +156.2% |
| 5Y | +136.5% | -57.2% | +193.7% | +143.1% |
| All | +186.7% | +31.9% | +154.7% | +112.8% |
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