+70.5%
DOCN vs JD
-59.5%
+130.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.0% |
| 7D | -19.2% | +13.4% | -32.5% | -22.8% |
| 30D | -43.1% | +7.7% | -50.7% | -44.6% |
| 3M | -40.7% | -11.3% | -29.4% | -38.6% |
| 6M | -55.0% | -5.1% | -49.8% | -54.8% |
| YTD | +50.6% | +5.0% | +45.6% | +44.6% |
| 1Y | +54.0% | -5.6% | +59.6% | +53.6% |
| 3Y | +203.9% | +17.8% | +186.1% | +157.5% |
| 5Y | -29.4% | -57.2% | +27.8% | -13.4% |
| All | +70.5% | -59.5% | +130.1% | +103.9% |
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