+46.4%
DE vs JD
-9.4%
+55.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | +2.3% | +0.4% | +1.8% | +2.2% |
| 30D | +9.3% | +4.2% | +5.1% | +9.2% |
| 3M | +12.2% | -12.8% | +25.0% | +13.1% |
| 6M | +18.1% | -8.8% | +26.9% | +19.2% |
| YTD | +49.8% | +0.5% | +49.3% | +50.7% |
| 1Y | +46.4% | -8.8% | +55.1% | +45.1% |
| All | +46.4% | -9.4% | +55.7% | +45.1% |
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