+21.5%
JD vs ALLE
+144.1%
-122.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | -13.2% | -6.8% | -6.4% | -10.9% |
| 3M | -3.2% | +21.0% | -24.2% | -10.7% |
| 6M | +15.2% | +1.1% | +14.1% | +13.7% |
| YTD | +2.0% | -0.5% | +2.5% | +0.7% |
| 1Y | -5.4% | -7.3% | +1.9% | -4.0% |
| 3Y | -9.1% | +42.3% | -51.4% | -23.9% |
| 5Y | -59.6% | +13.5% | -73.1% | -63.9% |
| All | +21.5% | +144.1% | -122.6% | -25.5% |
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