+156.2%
DAL vs JD
+50.3%
+105.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -5.0% |
| 7D | +4.6% | +11.7% | -7.2% | +2.4% |
| 30D | +2.3% | +8.1% | -5.8% | +0.8% |
| 3M | -8.1% | -12.0% | +3.9% | -6.1% |
| 6M | +21.4% | -3.5% | +24.9% | +21.6% |
| YTD | +24.3% | +3.3% | +21.0% | +22.7% |
| 1Y | +47.4% | -7.4% | +54.8% | +48.5% |
| 3Y | +164.6% | +16.6% | +148.0% | +145.2% |
| 5Y | +100.2% | -57.9% | +158.1% | +112.8% |
| 10Y | +124.9% | +32.6% | +92.3% | +74.1% |
| All | +156.2% | +50.3% | +105.9% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling