+55.5%
DUK vs JD
-63.0%
+118.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.3% |
| 7D | +1.9% | -4.1% | +6.1% | +1.9% |
| 30D | +8.9% | +4.6% | +4.3% | +8.9% |
| 3M | +5.6% | -4.7% | +10.3% | +5.5% |
| 6M | +7.0% | -17.4% | +24.3% | +6.9% |
| YTD | +14.0% | +0.7% | +13.3% | +14.0% |
| 1Y | +9.1% | -5.9% | +15.0% | +9.1% |
| 3Y | +67.6% | +18.9% | +48.7% | +66.8% |
| All | +55.5% | -63.0% | +118.5% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling