+102.1%
DASH vs JD
+14.9%
+87.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.3% | -12.7% | -9.7% |
| 7D | +0.5% | +11.7% | -11.2% | -0.7% |
| 30D | -7.1% | +8.1% | -15.2% | -7.8% |
| 3M | -13.2% | -12.0% | -1.2% | -12.3% |
| 6M | +8.3% | -3.5% | +11.8% | +8.2% |
| YTD | -20.6% | +3.3% | -23.9% | -21.2% |
| 1Y | -24.4% | -7.4% | -17.0% | -24.2% |
| All | +102.1% | +14.9% | +87.2% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling