+218.3%
C vs JD
+31.1%
+187.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | -0.4% | +0.4% | -0.9% | -0.6% |
| 30D | -5.3% | +4.2% | -9.6% | -6.1% |
| 3M | -8.0% | -12.8% | +4.7% | -6.0% |
| 6M | -0.3% | -8.8% | +8.5% | +0.8% |
| YTD | +8.6% | +0.5% | +8.1% | +7.6% |
| 1Y | +25.8% | -8.8% | +34.6% | +26.8% |
| 3Y | +221.2% | +18.6% | +202.6% | +196.7% |
| 5Y | +113.6% | -62.2% | +175.8% | +133.1% |
| 10Y | +218.3% | +32.2% | +186.1% | +139.2% |
| All | +218.3% | +31.1% | +187.2% | +139.2% |
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