+784.1%
DE vs JD
+31.1%
+753.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | +2.3% | +0.4% | +1.8% | +2.2% |
| 30D | +9.3% | +4.2% | +5.1% | +8.6% |
| 3M | +12.2% | -12.8% | +25.0% | +14.2% |
| 6M | +18.1% | -8.8% | +26.9% | +19.2% |
| YTD | +49.8% | +0.5% | +49.3% | +48.7% |
| 1Y | +46.4% | -8.8% | +55.1% | +47.3% |
| 3Y | +92.5% | +18.6% | +74.0% | +81.1% |
| 5Y | +107.4% | -62.2% | +169.6% | +123.2% |
| 10Y | +784.1% | +32.2% | +751.8% | +639.7% |
| All | +784.1% | +31.1% | +753.0% | +639.7% |
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