+325.3%
IR vs JD
-16.6%
+341.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +3.7% | +13.4% | -9.7% | +1.4% |
| 30D | +7.4% | +7.7% | -0.3% | +6.0% |
| 3M | -5.9% | -11.3% | +5.3% | -4.1% |
| 6M | +5.6% | -5.1% | +10.7% | +6.0% |
| YTD | +4.8% | +5.0% | -0.2% | +3.2% |
| 1Y | +6.9% | -5.6% | +12.6% | +7.2% |
| 3Y | +27.6% | +17.8% | +9.8% | +19.0% |
| 5Y | +45.8% | -57.2% | +103.0% | +55.0% |
| All | +325.3% | -16.6% | +341.8% | +238.4% |
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