+11.7%
DASH vs JD
-60.8%
+72.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -5.3% |
| 7D | -10.6% | -1.7% | -8.9% | -10.1% |
| 30D | +2.2% | -13.2% | +15.3% | +6.8% |
| 3M | +32.3% | -3.2% | +35.5% | +33.1% |
| 6M | +19.1% | +15.2% | +3.9% | +11.6% |
| YTD | -6.5% | +2.0% | -8.5% | -8.7% |
| 1Y | -14.9% | -5.4% | -9.5% | -15.0% |
| 3Y | +151.9% | -9.1% | +161.0% | +131.3% |
| 5Y | +9.4% | -59.6% | +69.1% | +34.1% |
| All | +11.7% | -60.8% | +72.5% | +42.4% |
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