+200.1%
EXC vs JD
+31.1%
+169.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | +8.3% | +4.2% | +4.1% | +8.0% |
| 3M | +2.6% | -12.8% | +15.4% | +3.4% |
| 6M | +5.2% | -8.8% | +14.0% | +5.6% |
| YTD | +7.5% | +0.5% | +7.0% | +7.2% |
| 1Y | +3.2% | -8.8% | +11.9% | +3.4% |
| 3Y | +29.5% | +18.6% | +11.0% | +25.2% |
| 5Y | +39.7% | -62.2% | +101.9% | +44.7% |
| 10Y | +200.1% | +32.2% | +167.8% | +154.9% |
| All | +200.1% | +31.1% | +169.0% | +154.9% |
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