+104.3%
DAL vs JD
+31.5%
+72.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.6% |
| 7D | -1.1% | -4.1% | +3.0% | -0.3% |
| 30D | +12.8% | +4.6% | +8.2% | +11.8% |
| 3M | -5.3% | -4.7% | -0.5% | -4.5% |
| 6M | +22.4% | -17.4% | +39.7% | +26.3% |
| YTD | +25.6% | +0.7% | +24.9% | +24.6% |
| 1Y | +45.5% | -5.9% | +51.4% | +46.1% |
| 3Y | +161.0% | +18.9% | +142.1% | +140.6% |
| 5Y | +112.2% | -62.9% | +175.2% | +131.2% |
| All | +104.3% | +31.5% | +72.8% | +57.7% |
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