+28.9%
JD vs ALL
+367.3%
-338.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +7.9% | -3.9% | +11.8% | +8.6% |
| 30D | +4.8% | +10.6% | -5.9% | +2.8% |
| 3M | -13.9% | -4.6% | -9.4% | -13.4% |
| 6M | -5.8% | +20.2% | -26.0% | -9.2% |
| YTD | +2.4% | +23.7% | -21.3% | -2.0% |
| 1Y | -7.5% | +27.9% | -35.4% | -12.2% |
| 3Y | +20.9% | +109.2% | -88.3% | +0.5% |
| 5Y | -58.0% | +148.0% | -206.0% | -67.5% |
| 10Y | +28.9% | +363.8% | -334.9% | +0.9% |
| All | +28.9% | +367.3% | -338.4% | +0.9% |
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