+21.9%
DIS vs JD
+25.4%
-3.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.0% |
| 7D | -2.6% | -1.7% | -0.9% | -2.3% |
| 30D | +3.5% | -13.2% | +16.6% | +5.6% |
| 3M | +6.8% | -3.2% | +10.0% | +7.1% |
| 6M | +3.0% | +15.2% | -12.2% | +0.4% |
| YTD | -6.7% | +2.0% | -8.7% | -7.4% |
| 1Y | -10.1% | -5.4% | -4.7% | -10.0% |
| 3Y | +33.0% | -9.1% | +42.2% | +29.8% |
| 5Y | -40.0% | -59.6% | +19.6% | -36.4% |
| All | +21.9% | +25.4% | -3.6% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling