+22.4%
DHR vs JD
+18.5%
+3.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.4% |
| 7D | +3.1% | +7.9% | -4.8% | +2.3% |
| 30D | +7.0% | +4.8% | +2.2% | +6.4% |
| 3M | +15.0% | -13.9% | +29.0% | +16.7% |
| 6M | +37.9% | -5.8% | +43.7% | +38.5% |
| YTD | +3.3% | +2.4% | +0.9% | +2.7% |
| 1Y | +12.8% | -7.5% | +20.4% | +13.4% |
| 3Y | +22.4% | +20.9% | +1.5% | +20.2% |
| All | +22.4% | +18.5% | +3.9% | +20.2% |
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