+200.5%
B vs JD
+31.7%
+168.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.5% |
| 7D | +11.3% | +7.9% | +3.4% | +10.4% |
| 30D | +2.9% | +4.8% | -1.8% | +2.4% |
| 3M | -2.9% | -13.9% | +11.1% | -1.4% |
| 6M | -1.2% | -5.8% | +4.6% | -0.8% |
| YTD | -1.3% | +2.4% | -3.7% | -1.8% |
| 1Y | +30.4% | -7.5% | +38.0% | +31.1% |
| 3Y | +195.3% | +20.9% | +174.4% | +183.6% |
| 5Y | +146.2% | -58.0% | +204.3% | +153.6% |
| 10Y | +200.5% | +28.9% | +171.6% | +121.3% |
| All | +200.5% | +31.7% | +168.8% | +121.3% |
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