+675.5%
BE vs JD
-9.0%
+684.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.5% | +14.4% | +12.9% |
| 7D | -1.2% | +7.9% | -9.1% | -4.4% |
| 30D | -30.9% | +4.8% | -35.6% | -32.4% |
| 3M | -11.6% | -13.9% | +2.3% | -7.4% |
| 6M | -25.7% | -5.8% | -19.9% | -25.5% |
| YTD | +123.1% | +2.4% | +120.7% | +116.7% |
| 1Y | +43.4% | -7.5% | +50.9% | +45.0% |
| 3Y | +1,683.6% | +20.9% | +1,662.7% | +1,382.6% |
| 5Y | +465.4% | -58.0% | +523.4% | +572.9% |
| All | +675.5% | -9.0% | +684.5% | +597.0% |
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