+177.5%
DLR vs JD
+31.7%
+145.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +5.9% | +3.6% |
| 7D | +2.4% | +7.9% | -5.6% | +1.5% |
| 30D | +0.7% | +4.8% | -4.0% | +0.2% |
| 3M | -6.4% | -13.9% | +7.5% | -5.1% |
| 6M | -6.5% | -5.8% | -0.7% | -6.3% |
| YTD | +18.8% | +2.4% | +16.4% | +17.9% |
| 1Y | +9.0% | -7.5% | +16.6% | +9.4% |
| 3Y | +54.5% | +20.9% | +33.6% | +46.8% |
| 5Y | +35.8% | -58.0% | +93.9% | +40.7% |
| 10Y | +177.5% | +28.9% | +148.6% | +137.2% |
| All | +177.5% | +31.7% | +145.8% | +137.2% |
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