+57.1%
DIA vs JD
-58.0%
+115.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.4% |
| 7D | +0.8% | +7.9% | -7.1% | +0.1% |
| 30D | +1.4% | +4.8% | -3.3% | +1.0% |
| 3M | -2.7% | -13.9% | +11.2% | -1.6% |
| 6M | +6.2% | -5.8% | +12.0% | +6.5% |
| YTD | +10.1% | +2.4% | +7.7% | +9.6% |
| 1Y | +13.0% | -7.5% | +20.6% | +13.3% |
| 3Y | +61.9% | +20.9% | +41.0% | +56.7% |
| 5Y | +57.1% | -58.0% | +115.1% | +60.3% |
| All | +57.1% | -58.0% | +115.0% | +60.3% |
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