+32.5%
JD vs ALL
+372.0%
-339.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.7% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +4.5% | +13.8% | -9.3% | +2.1% |
| 3M | -15.4% | -2.8% | -12.6% | -15.1% |
| 6M | -6.0% | +23.7% | -29.7% | -9.9% |
| YTD | +2.2% | +27.3% | -25.1% | -2.8% |
| 1Y | -6.7% | +30.5% | -37.2% | -11.7% |
| 3Y | +20.5% | +113.0% | -92.5% | -0.1% |
| 5Y | -58.4% | +157.6% | -216.0% | -68.1% |
| 10Y | +32.5% | +368.4% | -335.9% | -1.4% |
| All | +32.5% | +372.0% | -339.5% | -1.4% |
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