+45.6%
DE vs JD
-17.4%
+63.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.4% | -2.6% | +0.2% | -2.3% |
| 30D | +9.7% | -15.4% | +25.1% | +10.6% |
| 3M | +21.4% | -5.0% | +26.4% | +21.5% |
| 6M | +15.0% | +0.9% | +14.1% | +15.1% |
| YTD | +46.4% | -2.5% | +48.9% | +46.8% |
| 1Y | +45.6% | -16.0% | +61.6% | +47.4% |
| All | +45.6% | -17.4% | +63.0% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling