+67.3%
F vs JD
+31.5%
+35.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -3.1% | -4.1% | +1.0% | -2.4% |
| 30D | 0.0% | +4.6% | -4.6% | -0.8% |
| 3M | -13.2% | -4.7% | -8.5% | -12.5% |
| 6M | -10.2% | -17.4% | +7.1% | -7.4% |
| YTD | -4.9% | +0.7% | -5.7% | -5.6% |
| 1Y | -6.1% | -5.9% | -0.2% | -5.6% |
| 3Y | +46.0% | +18.9% | +27.1% | +34.4% |
| 5Y | -15.7% | -62.9% | +47.2% | -7.3% |
| All | +67.3% | +31.5% | +35.9% | +32.0% |
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