+861.7%
DE vs JD
+48.3%
+813.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | +10.0% | -1.7% | +11.7% | +10.2% |
| 30D | +13.3% | -13.2% | +26.5% | +15.3% |
| 3M | +17.5% | -3.2% | +20.7% | +17.8% |
| 6M | +13.6% | +15.2% | -1.7% | +10.9% |
| YTD | +49.8% | +2.0% | +47.8% | +48.7% |
| 1Y | +47.9% | -5.4% | +53.2% | +47.9% |
| 3Y | +72.5% | -9.1% | +81.6% | +69.2% |
| 5Y | +90.2% | -59.6% | +149.8% | +99.4% |
| 10Y | +865.4% | +26.2% | +839.1% | +697.7% |
| All | +861.7% | +48.3% | +813.4% | +680.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling