+236.1%
EW vs JD
+26.7%
+209.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +9.3% | +5.2% | +4.1% | +8.4% |
| 30D | +22.1% | +4.5% | +17.6% | +21.2% |
| 3M | +13.0% | -15.4% | +28.4% | +15.7% |
| 6M | +30.1% | -6.0% | +36.1% | +30.9% |
| YTD | +22.0% | +2.2% | +19.8% | +20.9% |
| 1Y | +23.7% | -6.7% | +30.4% | +24.2% |
| 3Y | +62.0% | +20.5% | +41.5% | +48.7% |
| 5Y | -12.4% | -58.4% | +46.0% | -7.3% |
| 10Y | +236.1% | +32.5% | +203.6% | +139.1% |
| All | +236.1% | +26.7% | +209.3% | +139.1% |
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 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