+59.5%
DIS vs JD
+50.3%
+9.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.7% | -1.9% |
| 7D | +5.7% | +11.7% | -6.1% | +4.0% |
| 30D | +12.7% | +8.1% | +4.6% | +11.4% |
| 3M | +15.2% | -12.0% | +27.2% | +17.2% |
| 6M | +17.6% | -3.5% | +21.1% | +17.8% |
| YTD | +3.8% | +3.3% | +0.5% | +2.8% |
| 1Y | +6.8% | -7.4% | +14.2% | +7.4% |
| 3Y | +42.1% | +16.6% | +25.5% | +33.7% |
| 5Y | -31.2% | -57.9% | +26.7% | -27.8% |
| 10Y | +37.6% | +32.6% | +5.0% | +14.7% |
| All | +59.5% | +50.3% | +9.2% | +30.8% |
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 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