+17.6%
JD vs BB
+3.3%
+14.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.4% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -16.0% | -12.4% | -3.7% | -14.4% |
| 3M | -3.2% | -15.3% | +12.1% | -2.1% |
| 6M | +6.1% | +128.8% | -122.7% | -12.6% |
| YTD | -0.1% | +107.7% | -107.8% | -16.2% |
| 1Y | -12.7% | +103.9% | -116.6% | -26.9% |
| 3Y | -6.3% | +72.6% | -78.9% | -24.1% |
| 5Y | -61.3% | -24.3% | -37.1% | -64.9% |
| 10Y | +17.6% | +3.1% | +14.5% | -15.3% |
| All | +17.6% | +3.3% | +14.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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