+69.0%
F vs JD
+31.1%
+37.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -2.1% | +0.4% | -2.6% | -2.3% |
| 30D | +3.3% | +4.2% | -0.9% | +2.5% |
| 3M | -11.3% | -12.8% | +1.4% | -9.2% |
| 6M | +5.3% | -8.8% | +14.1% | +6.8% |
| YTD | -2.2% | +0.5% | -2.7% | -2.8% |
| 1Y | -3.5% | -8.8% | +5.2% | -2.5% |
| 3Y | +49.5% | +18.6% | +31.0% | +37.7% |
| 5Y | -13.5% | -62.2% | +48.7% | -5.3% |
| 10Y | +69.0% | +32.2% | +36.8% | +32.5% |
| All | +69.0% | +31.1% | +37.9% | +32.5% |
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