-100.0%
DFNS vs JD
+16.8%
-116.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.6% | -13.9% | -13.6% |
| 7D | -44.0% | +13.4% | -57.4% | -50.4% |
| 30D | -69.1% | +7.7% | -76.8% | -71.4% |
| 3M | -95.6% | -11.3% | -84.4% | -95.2% |
| 6M | -96.2% | -5.1% | -91.0% | -96.2% |
| YTD | -99.6% | +5.0% | -104.6% | -99.6% |
| 1Y | -99.7% | -5.6% | -94.1% | -99.7% |
| 3Y | -100.0% | +17.8% | -117.7% | -100.0% |
| All | -100.0% | +16.8% | -116.8% | -100.0% |
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