+32.2%
JD vs ALL
+371.2%
-338.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +0.4% | -2.6% | +3.0% | +0.8% |
| 30D | +4.2% | +12.7% | -8.5% | +2.0% |
| 3M | -12.8% | +0.4% | -13.1% | -13.0% |
| 6M | -8.8% | +23.8% | -32.6% | -12.5% |
| YTD | +0.5% | +27.8% | -27.3% | -4.4% |
| 1Y | -8.8% | +28.9% | -37.6% | -13.4% |
| 3Y | +18.6% | +113.9% | -95.3% | -1.8% |
| 5Y | -62.2% | +157.4% | -219.6% | -71.0% |
| 10Y | +32.2% | +369.0% | -336.8% | -1.7% |
| All | +32.2% | +371.2% | -338.9% | -1.7% |
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