+196.7%
EXC vs JD
+31.5%
+165.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +1.3% |
| 7D | +1.4% | -4.1% | +5.5% | +1.6% |
| 30D | +8.6% | +4.6% | +4.0% | +8.3% |
| 3M | +2.4% | -4.7% | +7.1% | +2.6% |
| 6M | +6.5% | -17.4% | +23.8% | +7.5% |
| YTD | +9.0% | +0.7% | +8.3% | +8.7% |
| 1Y | +4.6% | -5.9% | +10.5% | +4.6% |
| 3Y | +33.5% | +18.9% | +14.6% | +28.9% |
| 5Y | +41.4% | -62.9% | +104.3% | +46.9% |
| All | +196.7% | +31.5% | +165.2% | +148.2% |
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