+125.9%
DUK vs JD
+20.5%
+105.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -1.7% | -2.6% | +0.9% | -1.6% |
| 30D | -2.2% | -15.4% | +13.1% | -2.0% |
| 3M | -3.7% | -5.0% | +1.3% | -3.6% |
| 6M | -6.3% | +0.9% | -7.3% | -6.4% |
| YTD | +4.5% | -2.5% | +7.0% | +4.5% |
| 1Y | +1.8% | -16.0% | +17.8% | +2.0% |
| 3Y | +46.8% | -8.5% | +55.4% | +45.7% |
| 5Y | +40.2% | -61.8% | +102.0% | +41.6% |
| All | +125.9% | +20.5% | +105.5% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling