+122.8%
DAL vs JD
+31.9%
+90.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.8% |
| 7D | +8.8% | +13.4% | -4.6% | +6.3% |
| 30D | +5.4% | +7.7% | -2.3% | +3.9% |
| 3M | -4.9% | -11.3% | +6.3% | -3.0% |
| 6M | +19.8% | -5.1% | +25.0% | +20.4% |
| YTD | +27.0% | +5.0% | +21.9% | +25.0% |
| 1Y | +52.5% | -5.6% | +58.1% | +53.0% |
| 3Y | +173.8% | +17.8% | +156.1% | +153.2% |
| 5Y | +104.5% | -57.2% | +161.7% | +116.7% |
| All | +122.8% | +31.9% | +90.9% | +77.6% |
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