+54.3%
JD vs BEN
+8.6%
+45.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.5% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -13.2% | -0.5% | -12.6% | -13.1% |
| 3M | -3.2% | +9.7% | -12.9% | -7.1% |
| 6M | +15.2% | +33.9% | -18.7% | +1.7% |
| YTD | +2.0% | +49.0% | -47.0% | -14.0% |
| 1Y | -5.4% | +42.1% | -47.5% | -19.0% |
| 3Y | -9.1% | +51.9% | -61.0% | -26.0% |
| 5Y | -59.6% | +39.0% | -98.7% | -66.4% |
| 10Y | +26.2% | +57.9% | -31.6% | -6.4% |
| All | +54.3% | +8.6% | +45.7% | +39.5% |
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