+107.4%
DE vs JD
-58.0%
+165.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.1% |
| 7D | +3.5% | +7.9% | -4.4% | +2.8% |
| 30D | +11.3% | +4.8% | +6.6% | +10.8% |
| 3M | +11.6% | -13.9% | +25.5% | +13.0% |
| 6M | +20.9% | -5.8% | +26.7% | +21.2% |
| YTD | +49.7% | +2.4% | +47.2% | +48.8% |
| 1Y | +49.5% | -7.5% | +57.0% | +49.9% |
| 3Y | +94.7% | +20.9% | +73.8% | +89.2% |
| 5Y | +107.4% | -58.0% | +165.4% | +111.9% |
| All | +107.4% | -58.0% | +165.3% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling