+17.6%
JD vs BEN
+56.5%
-38.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -0.8% | +4.7% | -5.5% | -2.5% |
| 30D | -16.0% | +2.6% | -18.7% | -16.9% |
| 3M | -3.2% | +11.5% | -14.7% | -7.3% |
| 6M | +6.1% | +35.3% | -29.3% | -6.0% |
| YTD | -0.1% | +48.6% | -48.8% | -14.8% |
| 1Y | -12.7% | +46.7% | -59.4% | -25.4% |
| 3Y | -6.3% | +57.0% | -63.3% | -23.6% |
| 5Y | -61.3% | +41.8% | -103.2% | -67.7% |
| 10Y | +17.6% | +55.2% | -37.6% | -4.4% |
| All | +17.6% | +56.5% | -38.9% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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