+32.2%
JD vs ALLE
+212.2%
-179.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.9% |
| 7D | +0.4% | -0.8% | +1.3% | +0.6% |
| 30D | +4.2% | +27.4% | -23.1% | -5.1% |
| 3M | -12.8% | +13.8% | -26.6% | -17.3% |
| 6M | -8.8% | +45.5% | -54.3% | -21.9% |
| YTD | +0.5% | +21.4% | -20.9% | -8.3% |
| 1Y | -8.8% | +15.4% | -24.1% | -15.1% |
| 3Y | +18.6% | +91.7% | -73.1% | -12.3% |
| 5Y | -62.2% | +54.5% | -116.8% | -70.1% |
| 10Y | +32.2% | +210.5% | -178.3% | -23.2% |
| All | +32.2% | +212.2% | -179.9% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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