+30.5%
JD vs ALLY
+189.4%
-158.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.1% |
| 7D | +13.4% | +0.9% | +12.4% | +13.0% |
| 30D | +7.7% | +3.1% | +4.6% | +6.6% |
| 3M | -11.3% | -12.6% | +1.3% | -7.9% |
| 6M | -5.1% | -12.4% | +7.3% | -2.0% |
| YTD | +5.0% | -13.2% | +18.2% | +8.2% |
| 1Y | -5.6% | +1.8% | -7.5% | -7.7% |
| 3Y | +17.8% | +58.0% | -40.2% | -2.2% |
| 5Y | -57.2% | -8.4% | -48.7% | -59.3% |
| All | +30.5% | +189.4% | -158.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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