+223.5%
C vs JD
+31.9%
+191.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -2.4% | +13.4% | -15.8% | -4.6% |
| 30D | -6.0% | +7.7% | -13.7% | -7.3% |
| 3M | -10.5% | -11.3% | +0.7% | -8.8% |
| 6M | -5.7% | -5.1% | -0.6% | -5.4% |
| YTD | +4.1% | +5.0% | -0.9% | +2.4% |
| 1Y | +20.5% | -5.6% | +26.1% | +20.7% |
| 3Y | +208.1% | +17.8% | +190.4% | +185.4% |
| 5Y | +110.4% | -57.2% | +167.6% | +123.4% |
| All | +223.5% | +31.9% | +191.6% | +149.6% |
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