+47.3%
DLR vs JD
+16.8%
+30.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -3.6% | +13.4% | -17.0% | -4.2% |
| 30D | -3.5% | +7.7% | -11.2% | -3.9% |
| 3M | -8.9% | -11.3% | +2.4% | -8.4% |
| 6M | -11.6% | -5.1% | -6.4% | -11.4% |
| YTD | +14.9% | +5.0% | +9.9% | +14.3% |
| 1Y | +6.4% | -5.6% | +12.1% | +6.5% |
| 3Y | +47.3% | +17.8% | +29.5% | +51.1% |
| All | +47.3% | +16.8% | +30.5% | +51.1% |
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