-56.7%
JD vs AUR
-35.7%
-21.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.1% |
| 7D | -4.2% | +1.4% | -5.7% | -4.5% |
| 30D | -14.4% | -6.4% | -8.0% | -13.8% |
| 3M | -3.6% | +7.7% | -11.3% | -5.5% |
| 6M | -0.3% | +44.5% | -44.8% | -7.3% |
| YTD | -2.4% | +67.4% | -69.8% | -11.7% |
| 1Y | -18.5% | +15.4% | -34.0% | -22.5% |
| 3Y | -7.0% | +94.8% | -101.9% | -29.8% |
| 5Y | -61.7% | -35.1% | -26.6% | -69.5% |
| All | -56.7% | -35.7% | -21.0% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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