+159.2%
DUK vs JD
+29.5%
+129.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | -1.1% | -4.0% | +2.9% | -1.1% |
| 30D | +8.8% | +2.7% | +6.1% | +8.7% |
| 3M | +5.0% | -13.0% | +18.1% | +5.3% |
| 6M | +4.6% | -12.7% | +17.3% | +4.8% |
| YTD | +12.6% | -0.8% | +13.4% | +12.5% |
| 1Y | +7.4% | -8.9% | +16.3% | +7.5% |
| 3Y | +63.1% | +17.0% | +46.0% | +60.9% |
| 5Y | +54.6% | -63.5% | +118.1% | +56.5% |
| All | +159.2% | +29.5% | +129.7% | +135.8% |
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