+56.4%
JD vs ALL
+496.4%
-440.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.5% |
| 7D | +11.7% | +4.2% | +7.5% | +10.8% |
| 30D | +8.1% | +18.9% | -10.9% | +4.1% |
| 3M | -12.0% | +1.2% | -13.2% | -12.4% |
| 6M | -3.5% | +23.2% | -26.7% | -8.1% |
| YTD | +3.3% | +30.0% | -26.7% | -3.1% |
| 1Y | -7.4% | +39.6% | -47.0% | -14.7% |
| 3Y | +16.6% | +115.2% | -98.6% | -6.7% |
| 5Y | -57.9% | +156.2% | -214.1% | -69.0% |
| 10Y | +32.6% | +398.0% | -365.4% | -32.4% |
| All | +56.4% | +496.4% | -440.0% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling