+32.3%
JD vs ALL
+376.2%
-343.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.6% |
| 7D | -4.0% | 0.0% | -4.0% | -4.1% |
| 30D | +2.7% | +12.8% | -10.2% | +0.4% |
| 3M | -13.0% | +4.7% | -17.7% | -13.9% |
| 6M | -12.7% | +24.9% | -37.6% | -16.4% |
| YTD | -0.8% | +30.0% | -30.8% | -5.9% |
| 1Y | -8.9% | +29.9% | -38.8% | -13.7% |
| 3Y | +17.0% | +117.5% | -100.5% | -3.4% |
| 5Y | -63.5% | +161.7% | -225.2% | -72.1% |
| All | +32.3% | +376.2% | -343.9% | -3.8% |
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