+266.6%
EW vs JD
+29.5%
+237.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +4.9% | -4.0% | +9.0% | +5.6% |
| 30D | +24.1% | +2.7% | +21.4% | +23.6% |
| 3M | +13.7% | -13.0% | +26.7% | +15.9% |
| 6M | +32.7% | -12.7% | +45.4% | +34.9% |
| YTD | +24.1% | -0.8% | +24.9% | +23.5% |
| 1Y | +23.6% | -8.9% | +32.5% | +24.6% |
| 3Y | +64.8% | +17.0% | +47.7% | +52.0% |
| 5Y | -8.8% | -63.5% | +54.7% | -0.8% |
| All | +266.6% | +29.5% | +237.1% | +166.3% |
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