+30.5%
JD vs ARWR
+906.2%
-875.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | +13.4% | -2.9% | +16.3% | +13.7% |
| 30D | +7.7% | -5.4% | +13.1% | +8.4% |
| 3M | -11.3% | -32.2% | +21.0% | -6.7% |
| 6M | -5.1% | -26.5% | +21.4% | -2.2% |
| YTD | +5.0% | -12.4% | +17.4% | +5.1% |
| 1Y | -5.6% | +46.9% | -52.5% | -13.2% |
| 3Y | +17.8% | +116.0% | -98.2% | -3.5% |
| 5Y | -57.2% | -28.0% | -29.2% | -61.1% |
| All | +30.5% | +906.2% | -875.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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