-6.2%
DOW vs JD
+15.0%
-21.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.9% |
| 7D | -9.4% | +7.9% | -17.3% | -10.8% |
| 30D | +8.9% | +4.8% | +4.2% | +7.8% |
| 3M | +6.7% | -13.9% | +20.7% | +9.6% |
| 6M | -14.2% | -5.8% | -8.4% | -13.7% |
| YTD | +36.9% | +2.4% | +34.5% | +35.0% |
| 1Y | +45.8% | -7.5% | +53.3% | +46.6% |
| 3Y | -23.9% | +20.9% | -44.8% | -28.7% |
| 5Y | -30.8% | -58.0% | +27.3% | -25.3% |
| All | -6.2% | +15.0% | -21.2% | -45.5% |
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