+65.7%
DIA vs JD
-60.2%
+125.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -0.2% | -1.7% | +1.5% | -0.1% |
| 30D | -1.5% | -13.2% | +11.6% | -0.5% |
| 3M | +3.8% | -3.2% | +6.9% | +3.9% |
| 6M | +10.3% | +15.2% | -5.0% | +8.8% |
| YTD | +12.1% | +2.0% | +10.1% | +11.6% |
| 1Y | +18.6% | -5.4% | +24.0% | +18.7% |
| 3Y | +60.6% | -9.1% | +69.7% | +58.9% |
| All | +65.7% | -60.2% | +125.9% | +70.5% |
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