+380.3%
DLR vs JD
+52.8%
+327.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -3.6% | +13.4% | -17.0% | -4.8% |
| 30D | -3.5% | +7.7% | -11.2% | -4.2% |
| 3M | -8.9% | -11.3% | +2.4% | -8.0% |
| 6M | -11.6% | -5.1% | -6.4% | -11.4% |
| YTD | +14.9% | +5.0% | +9.9% | +13.9% |
| 1Y | +6.4% | -5.6% | +12.1% | +6.6% |
| 3Y | +47.3% | +17.8% | +29.5% | +41.1% |
| 5Y | +32.8% | -57.2% | +90.0% | +36.5% |
| 10Y | +169.6% | +34.8% | +134.8% | +140.4% |
| All | +380.3% | +52.8% | +327.5% | +331.2% |
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 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