+28.9%
JD vs BB
+33.0%
-4.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.0% | -3.4% |
| 7D | +7.9% | +15.0% | -7.1% | +5.2% |
| 30D | +4.8% | +3.5% | +1.3% | +3.6% |
| 3M | -13.9% | +2.7% | -16.6% | -15.4% |
| 6M | -5.8% | +44.7% | -50.5% | -15.1% |
| YTD | +2.4% | +143.3% | -140.9% | -17.2% |
| 1Y | -7.5% | +102.2% | -109.7% | -22.8% |
| 3Y | +20.9% | +156.1% | -135.2% | -9.6% |
| 5Y | -58.0% | -17.6% | -40.4% | -62.8% |
| 10Y | +28.9% | +29.0% | -0.1% | -12.8% |
| All | +28.9% | +33.0% | -4.2% | -12.8% |
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