+207.2%
C vs JD
+29.5%
+177.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +4.7% | -4.0% | +8.8% | +5.5% |
| 30D | +0.2% | +2.7% | -2.5% | -0.4% |
| 3M | -9.3% | -13.0% | +3.7% | -7.3% |
| 6M | -0.8% | -12.7% | +11.9% | +1.0% |
| YTD | +8.5% | -0.8% | +9.3% | +7.7% |
| 1Y | +23.1% | -8.9% | +32.0% | +24.1% |
| 3Y | +220.8% | +17.0% | +203.7% | +197.0% |
| 5Y | +112.4% | -63.5% | +175.9% | +133.5% |
| All | +207.2% | +29.5% | +177.7% | +128.0% |
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