+21.5%
JD vs ACWI
+228.2%
-206.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | +0.5% | -2.2% | -2.3% |
| 30D | -13.2% | +0.9% | -14.0% | -14.2% |
| 3M | -3.2% | +2.4% | -5.6% | -6.7% |
| 6M | +15.2% | +12.4% | +2.9% | -1.9% |
| YTD | +2.0% | +15.2% | -13.2% | -15.9% |
| 1Y | -5.4% | +22.7% | -28.1% | -28.1% |
| 3Y | -9.1% | +75.8% | -84.9% | -56.8% |
| 5Y | -59.6% | +67.7% | -127.3% | -79.0% |
| All | +21.5% | +228.2% | -206.7% | -70.3% |
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