+21.5%
JD vs A
+246.7%
-225.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | -1.7% | -1.9% | +0.3% | -0.7% |
| 30D | -13.2% | +6.9% | -20.1% | -16.1% |
| 3M | -3.2% | +9.2% | -12.4% | -8.0% |
| 6M | +15.2% | +25.7% | -10.5% | +0.2% |
| YTD | +2.0% | +11.5% | -9.6% | -5.8% |
| 1Y | -5.4% | +18.4% | -23.7% | -16.0% |
| 3Y | -9.1% | +26.6% | -35.7% | -24.9% |
| 5Y | -59.6% | -12.8% | -46.8% | -59.5% |
| All | +21.5% | +246.7% | -225.2% | -37.1% |
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