-99.9%
DFNS vs JD
-47.9%
-51.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | -16.0% | -1.7% | -14.3% | -15.5% |
| 30D | -77.7% | -13.2% | -64.5% | -76.7% |
| 3M | -77.2% | -3.2% | -74.0% | -77.1% |
| 6M | -95.2% | +15.2% | -110.4% | -95.4% |
| YTD | -98.0% | +2.0% | -99.9% | -98.0% |
| 1Y | -98.3% | -5.4% | -92.9% | -98.2% |
| 3Y | -99.9% | -9.1% | -90.8% | -99.9% |
| 5Y | -99.9% | -59.6% | -40.2% | -99.9% |
| All | -99.9% | -47.9% | -51.9% | -99.8% |
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