-35.9%
DOW vs JD
-61.6%
+25.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | +2.0% | -16.0% | +18.0% | +4.5% |
| 3M | -12.5% | -3.2% | -9.4% | -12.3% |
| 6M | -9.2% | +6.1% | -15.3% | -10.5% |
| YTD | +30.8% | -0.1% | +30.9% | +30.0% |
| 1Y | +29.4% | -12.7% | +42.1% | +31.3% |
| 3Y | -34.6% | -6.3% | -28.3% | -35.0% |
| 5Y | -35.9% | -61.3% | +25.4% | -33.1% |
| All | -35.9% | -61.6% | +25.7% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling