+336.0%
IR vs JD
-20.0%
+356.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +2.5% | -4.1% | +6.6% | +3.2% |
| 30D | +9.2% | +4.6% | +4.6% | +8.2% |
| 3M | +0.9% | -4.7% | +5.7% | +1.7% |
| 6M | +19.2% | -17.4% | +36.6% | +22.8% |
| YTD | +7.5% | +0.7% | +6.8% | +6.5% |
| 1Y | +11.7% | -5.9% | +17.6% | +12.0% |
| 3Y | +23.9% | +18.9% | +5.0% | +15.3% |
| 5Y | +46.4% | -62.9% | +109.3% | +60.4% |
| All | +336.0% | -20.0% | +356.0% | +249.3% |
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