+181.2%
DUK vs JD
+48.3%
+132.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.0% |
| 7D | 0.0% | -1.7% | +1.6% | 0.0% |
| 30D | -1.7% | -13.2% | +11.5% | -1.5% |
| 3M | -0.4% | -3.2% | +2.7% | -0.4% |
| 6M | -7.2% | +15.2% | -22.5% | -7.5% |
| YTD | +5.3% | +2.0% | +3.3% | +5.1% |
| 1Y | +3.0% | -5.4% | +8.3% | +2.9% |
| 3Y | +53.1% | -9.1% | +62.2% | +52.2% |
| 5Y | +37.9% | -59.6% | +97.5% | +38.6% |
| 10Y | +124.8% | +26.2% | +98.6% | +116.6% |
| All | +181.2% | +48.3% | +132.9% | +173.1% |
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