+30.5%
JD vs ACWI
+219.0%
-188.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | +13.4% | -2.4% | +15.7% | +16.4% |
| 30D | +7.7% | -5.2% | +12.9% | +14.7% |
| 3M | -11.3% | -4.8% | -6.4% | -6.2% |
| 6M | -5.1% | -1.3% | -3.8% | -5.0% |
| YTD | +5.0% | +8.4% | -3.3% | -7.1% |
| 1Y | -5.6% | +11.0% | -16.7% | -19.3% |
| 3Y | +17.8% | +70.6% | -52.8% | -42.7% |
| 5Y | -57.2% | +55.3% | -112.5% | -75.8% |
| All | +30.5% | +219.0% | -188.5% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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