+112.2%
C vs JD
-59.0%
+171.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -0.4% | +5.2% | -5.6% | -1.1% |
| 30D | -5.2% | +4.5% | -9.7% | -5.8% |
| 3M | -9.1% | -15.4% | +6.3% | -7.0% |
| 6M | -1.6% | -6.0% | +4.5% | -1.2% |
| YTD | +6.9% | +2.2% | +4.8% | +5.9% |
| 1Y | +23.0% | -6.7% | +29.6% | +23.3% |
| 3Y | +216.1% | +20.5% | +195.6% | +197.5% |
| 5Y | +112.2% | -58.4% | +170.7% | +122.7% |
| All | +112.2% | -59.0% | +171.2% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling