+32.3%
JD vs ALLE
+208.6%
-176.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -4.0% | +1.6% | -5.6% | -4.6% |
| 30D | +2.7% | +24.1% | -21.4% | -5.7% |
| 3M | -13.0% | +14.8% | -27.9% | -17.8% |
| 6M | -12.7% | +45.9% | -58.6% | -25.4% |
| YTD | -0.8% | +20.7% | -21.6% | -9.3% |
| 1Y | -8.9% | +14.2% | -23.1% | -14.9% |
| 3Y | +17.0% | +90.7% | -73.6% | -13.2% |
| 5Y | -63.5% | +50.6% | -114.0% | -70.8% |
| All | +32.3% | +208.6% | -176.2% | -23.8% |
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