+235.5%
EW vs JD
+31.9%
+203.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +11.0% | +13.4% | -2.3% | +9.0% |
| 30D | +19.1% | +7.7% | +11.4% | +17.8% |
| 3M | +14.4% | -11.3% | +25.6% | +16.2% |
| 6M | +22.8% | -5.1% | +27.9% | +23.3% |
| YTD | +19.8% | +5.0% | +14.8% | +18.3% |
| 1Y | +23.9% | -5.6% | +29.5% | +24.2% |
| 3Y | +52.2% | +17.8% | +34.5% | +40.6% |
| 5Y | -13.9% | -57.2% | +43.3% | -9.3% |
| All | +235.5% | +31.9% | +203.5% | +142.6% |
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