+77.5%
DE vs JD
-6.1%
+83.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.6% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +9.6% | -16.0% | +25.7% | +12.1% |
| 3M | +19.0% | -3.2% | +22.2% | +19.2% |
| 6M | +16.1% | +6.1% | +10.0% | +14.6% |
| YTD | +47.0% | -0.1% | +47.1% | +46.3% |
| 1Y | +43.1% | -12.7% | +55.9% | +44.8% |
| 3Y | +77.5% | -6.3% | +83.8% | +75.4% |
| All | +77.5% | -6.1% | +83.6% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling