+121.7%
EW vs JD
+18.8%
+103.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.5% | -3.2% |
| 7D | -4.4% | -0.8% | -3.6% | -4.3% |
| 30D | -3.3% | -16.0% | +12.7% | -0.9% |
| 3M | +1.0% | -3.2% | +4.2% | +1.3% |
| 6M | +6.2% | +6.1% | +0.2% | +4.9% |
| YTD | +1.7% | -0.1% | +1.8% | +1.2% |
| 1Y | +8.1% | -12.7% | +20.9% | +9.5% |
| 3Y | +17.1% | -6.3% | +23.4% | +12.3% |
| 5Y | -29.4% | -61.3% | +32.0% | -24.4% |
| 10Y | +121.7% | +17.6% | +104.1% | +58.9% |
| All | +121.7% | +18.8% | +103.0% | +58.9% |
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