+59.0%
JD vs BEN
+6.6%
+52.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | -0.2% |
| 7D | +13.4% | +6.6% | +6.8% | +10.4% |
| 30D | +7.7% | +3.8% | +3.8% | +5.9% |
| 3M | -11.3% | +0.2% | -11.5% | -11.7% |
| 6M | -5.1% | +10.4% | -15.6% | -9.6% |
| YTD | +5.0% | +46.2% | -41.1% | -11.0% |
| 1Y | -5.6% | +52.3% | -57.9% | -21.5% |
| 3Y | +17.8% | +65.9% | -48.2% | -7.7% |
| 5Y | -57.2% | +20.6% | -77.7% | -62.6% |
| 10Y | +34.8% | +64.8% | -30.0% | -2.7% |
| All | +59.0% | +6.6% | +52.4% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling