-57.9%
JD vs ACWI
+55.1%
-112.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +8.3% |
| 7D | +11.7% | -4.0% | +15.8% | +17.5% |
| 30D | +8.1% | -5.8% | +13.9% | +16.4% |
| 3M | -12.0% | -5.0% | -7.0% | -6.5% |
| 6M | -3.5% | +0.7% | -4.2% | -6.3% |
| YTD | +3.3% | +8.4% | -5.1% | -9.9% |
| 1Y | -7.4% | +10.1% | -17.5% | -21.3% |
| 3Y | +16.6% | +70.8% | -54.2% | -49.5% |
| 5Y | -57.9% | +55.4% | -113.2% | -78.4% |
| All | -57.9% | +55.1% | -112.9% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling