+1,008.9%
BE vs JD
-11.2%
+1,020.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.1% | +11.7% | +10.4% |
| 7D | +29.8% | -0.8% | +30.6% | +30.1% |
| 30D | +26.4% | -16.0% | +42.4% | +34.6% |
| 3M | +9.3% | -3.2% | +12.5% | +9.2% |
| 6M | +105.1% | +6.1% | +99.0% | +98.7% |
| YTD | +219.0% | -0.1% | +219.2% | +215.0% |
| 1Y | +418.8% | -12.7% | +431.5% | +439.7% |
| 3Y | +1,784.6% | -6.3% | +1,790.9% | +1,651.3% |
| 5Y | +1,251.0% | -61.3% | +1,312.3% | +1,573.4% |
| All | +1,008.9% | -11.2% | +1,020.1% | +913.2% |
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