+21.5%
JD vs ALL
+368.3%
-346.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -13.2% | -1.5% | -11.7% | -13.0% |
| 3M | -3.2% | +23.6% | -26.8% | -7.0% |
| 6M | +15.2% | +22.3% | -7.1% | +10.9% |
| YTD | +2.0% | +26.5% | -24.5% | -2.7% |
| 1Y | -5.4% | +27.0% | -32.4% | -9.9% |
| 3Y | -9.1% | +149.6% | -158.7% | -27.6% |
| 5Y | -59.6% | +118.1% | -177.7% | -67.2% |
| All | +21.5% | +368.3% | -346.8% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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