+172.1%
EXC vs JD
+31.9%
+140.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -1.2% | +13.4% | -14.5% | -1.9% |
| 30D | +10.0% | +7.7% | +2.3% | +9.5% |
| 3M | +1.6% | -11.3% | +12.9% | +2.3% |
| 6M | +3.3% | -5.1% | +8.4% | +3.4% |
| YTD | +7.6% | +5.0% | +2.5% | +6.9% |
| 1Y | +3.5% | -5.6% | +9.1% | +3.5% |
| 3Y | +27.7% | +17.8% | +9.9% | +23.4% |
| 5Y | +41.1% | -57.2% | +98.3% | +44.4% |
| All | +172.1% | +31.9% | +140.2% | +124.0% |
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