-4.9%
DOW vs JD
+18.0%
-22.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.1% |
| 7D | -9.5% | +13.4% | -22.9% | -11.7% |
| 30D | +13.1% | +7.7% | +5.4% | +11.4% |
| 3M | +4.8% | -11.3% | +16.1% | +7.0% |
| 6M | -16.7% | -5.1% | -11.5% | -16.2% |
| YTD | +38.9% | +5.0% | +33.8% | +36.2% |
| 1Y | +48.3% | -5.6% | +53.9% | +48.5% |
| 3Y | -24.4% | +17.8% | -42.1% | -28.8% |
| 5Y | -29.2% | -57.2% | +28.0% | -23.9% |
| All | -4.9% | +18.0% | -22.9% | -45.0% |
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