+43.9%
DIS vs JD
+14.9%
+29.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.7% | -1.8% |
| 7D | +5.7% | +11.7% | -6.1% | +4.6% |
| 30D | +12.7% | +8.1% | +4.6% | +11.8% |
| 3M | +15.2% | -12.0% | +27.2% | +16.4% |
| 6M | +17.6% | -3.5% | +21.1% | +17.6% |
| YTD | +3.8% | +3.3% | +0.5% | +3.2% |
| 1Y | +6.8% | -7.4% | +14.2% | +7.1% |
| All | +43.9% | +14.9% | +29.0% | +48.1% |
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