-41.1%
DIS vs JD
-60.2%
+19.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.0% |
| 7D | -2.6% | -1.7% | -0.9% | -2.4% |
| 30D | +3.5% | -13.2% | +16.6% | +5.3% |
| 3M | +6.8% | -3.2% | +10.0% | +7.1% |
| 6M | +3.0% | +15.2% | -12.2% | +0.7% |
| 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% | +30.8% |
| All | -41.1% | -60.2% | +19.1% | -38.8% |
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