-10.8%
DOW vs JD
+14.5%
-25.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.4% |
| 7D | -2.4% | -1.7% | -0.7% | -2.1% |
| 30D | +0.4% | -13.2% | +13.5% | +3.0% |
| 3M | -14.4% | -3.2% | -11.2% | -14.0% |
| 6M | -7.0% | +15.2% | -22.2% | -10.2% |
| YTD | +30.2% | +2.0% | +28.2% | +28.7% |
| 1Y | +29.2% | -5.4% | +34.6% | +29.6% |
| 3Y | -36.7% | -9.1% | -27.6% | -37.6% |
| 5Y | -37.7% | -59.6% | +21.9% | -32.1% |
| All | -10.8% | +14.5% | -25.4% | -48.1% |
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 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