+95.6%
F vs JD
+25.4%
+70.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.1% |
| 7D | +5.3% | -1.7% | +7.0% | +5.7% |
| 30D | +4.6% | -13.2% | +17.7% | +7.2% |
| 3M | -3.7% | -3.2% | -0.5% | -3.3% |
| 6M | +16.8% | +15.2% | +1.6% | +13.3% |
| YTD | +15.3% | +2.0% | +13.3% | +14.3% |
| 1Y | +31.0% | -5.4% | +36.4% | +31.3% |
| 3Y | +45.4% | -9.1% | +54.5% | +41.1% |
| 5Y | +54.7% | -59.6% | +114.3% | +66.7% |
| All | +95.6% | +25.4% | +70.2% | +55.0% |
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