+275.1%
BLK vs JD
+20.6%
+254.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.3% | -4.2% | +0.9% | -2.5% |
| 30D | -6.5% | -14.4% | +7.9% | -3.9% |
| 3M | +6.7% | -3.6% | +10.3% | +7.2% |
| 6M | +14.7% | -0.3% | +15.0% | +14.3% |
| YTD | +2.5% | -2.4% | +4.9% | +2.4% |
| 1Y | -2.8% | -18.5% | +15.8% | +0.2% |
| 3Y | +65.9% | -7.0% | +72.9% | +60.4% |
| 5Y | +33.0% | -61.7% | +94.7% | +44.5% |
| All | +275.1% | +20.6% | +254.4% | +204.7% |
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