+668.0%
BE vs JD
-10.5%
+678.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.5% | -5.5% |
| 7D | +10.8% | -4.1% | +14.9% | +12.4% |
| 30D | -19.8% | +4.6% | -24.4% | -21.7% |
| 3M | -18.7% | -4.7% | -14.0% | -18.0% |
| 6M | -33.7% | -17.4% | -16.4% | -30.1% |
| YTD | +121.0% | +0.7% | +120.2% | +115.7% |
| 1Y | +85.4% | -5.9% | +91.3% | +85.8% |
| 3Y | +1,709.5% | +18.9% | +1,690.6% | +1,412.2% |
| 5Y | +462.2% | -62.9% | +525.1% | +605.5% |
| All | +668.0% | -10.5% | +678.4% | +593.9% |
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