+28.9%
JD vs ALLY
+201.0%
-172.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.8% |
| 7D | +7.9% | -0.2% | +8.1% | +7.9% |
| 30D | +4.8% | +3.4% | +1.3% | +3.6% |
| 3M | -13.9% | -11.1% | -2.9% | -11.1% |
| 6M | -5.8% | -11.5% | +5.7% | -3.0% |
| YTD | +2.4% | -12.3% | +14.7% | +5.2% |
| 1Y | -7.5% | +1.1% | -8.7% | -9.4% |
| 3Y | +20.9% | +64.8% | -43.9% | -1.0% |
| 5Y | -58.0% | -6.9% | -51.2% | -60.3% |
| 10Y | +28.9% | +194.9% | -166.1% | +9.3% |
| All | +28.9% | +201.0% | -172.1% | +9.3% |
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