+32.5%
JD vs A
+312.5%
-280.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.4% |
| 7D | +5.2% | +1.4% | +3.8% | +4.4% |
| 30D | +4.5% | +4.3% | +0.2% | +2.0% |
| 3M | -15.4% | +19.8% | -35.2% | -23.3% |
| 6M | -6.0% | +54.4% | -60.4% | -26.5% |
| YTD | +2.2% | +31.7% | -29.6% | -13.7% |
| 1Y | -6.7% | +22.4% | -29.1% | -18.1% |
| 3Y | +20.5% | +67.7% | -47.2% | -15.0% |
| 5Y | -58.4% | +15.7% | -74.2% | -64.3% |
| 10Y | +32.5% | +308.7% | -276.2% | -37.4% |
| All | +32.5% | +312.5% | -280.0% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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