+305.3%
DIA vs JD
+48.9%
+256.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.5% |
| 7D | +0.8% | +7.9% | -7.1% | -0.2% |
| 30D | +1.4% | +4.8% | -3.3% | +0.8% |
| 3M | -2.7% | -13.9% | +11.2% | -1.0% |
| 6M | +6.2% | -5.8% | +12.0% | +6.6% |
| YTD | +10.1% | +2.4% | +7.7% | +9.2% |
| 1Y | +13.0% | -7.5% | +20.6% | +13.5% |
| 3Y | +61.9% | +20.9% | +41.0% | +52.7% |
| 5Y | +57.1% | -58.0% | +115.1% | +63.3% |
| 10Y | +240.9% | +28.9% | +212.0% | +179.8% |
| All | +305.3% | +48.9% | +256.4% | +229.4% |
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