+39.6%
DUK vs JD
-60.9%
+100.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.7% |
| 7D | -0.1% | -3.0% | +2.9% | -0.1% |
| 30D | +0.2% | -19.3% | +19.6% | +0.1% |
| 3M | -1.9% | -6.0% | +4.1% | -1.9% |
| 6M | -6.5% | +1.8% | -8.3% | -6.5% |
| YTD | +5.4% | -2.6% | +8.0% | +5.4% |
| 1Y | +3.6% | -17.4% | +21.0% | +3.5% |
| 3Y | +48.1% | -8.6% | +56.7% | +47.4% |
| 5Y | +39.6% | -61.6% | +101.2% | +35.2% |
| All | +39.6% | -60.9% | +100.4% | +35.2% |
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