+51.9%
DOW vs JD
-9.8%
+61.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.3% | -3.4% |
| 7D | -4.2% | +9.0% | -13.1% | -4.7% |
| 30D | +14.7% | +5.2% | +9.5% | +14.4% |
| 3M | +9.1% | -15.9% | +25.0% | +11.1% |
| 6M | -17.7% | -7.7% | -10.0% | -17.3% |
| YTD | +44.6% | +0.1% | +44.6% | +44.3% |
| 1Y | +51.9% | -9.7% | +61.6% | +60.4% |
| All | +51.9% | -9.8% | +61.7% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling