+165.8%
DLR vs JD
+18.8%
+147.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.8% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | -2.2% | -16.0% | +13.8% | -0.5% |
| 3M | +4.7% | -3.2% | +7.9% | +4.9% |
| 6M | +9.0% | +6.1% | +3.0% | +8.0% |
| YTD | +24.1% | -0.1% | +24.3% | +23.7% |
| 1Y | +20.9% | -12.7% | +33.7% | +22.0% |
| 3Y | +60.0% | -6.3% | +66.3% | +56.6% |
| 5Y | +35.3% | -61.3% | +96.6% | +41.5% |
| 10Y | +165.8% | +17.6% | +148.1% | +124.2% |
| All | +165.8% | +18.8% | +147.0% | +124.2% |
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