+4.8%
DASH vs JD
-61.5%
+66.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.3% | +7.3% |
| 7D | +17.2% | +9.0% | +8.2% | +13.9% |
| 30D | +3.6% | +5.2% | -1.6% | +1.9% |
| 3M | -1.9% | -15.9% | +14.0% | +3.8% |
| 6M | +15.1% | -7.7% | +22.8% | +17.0% |
| YTD | -12.3% | +0.1% | -12.4% | -13.8% |
| 1Y | -17.2% | -9.7% | -7.5% | -15.7% |
| 3Y | +114.7% | +12.9% | +101.8% | +78.3% |
| 5Y | -4.3% | -60.6% | +56.3% | +18.6% |
| All | +4.8% | -61.5% | +66.3% | +34.5% |
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