-54.8%
JD vs BTDR
-29.7%
-25.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.7% | -11.3% | -2.0% |
| 7D | +0.4% | +7.7% | -7.2% | -0.1% |
| 30D | +4.2% | -24.1% | +28.3% | +5.1% |
| 3M | -12.8% | -19.1% | +6.4% | -12.5% |
| 6M | -8.8% | -46.6% | +37.8% | -7.6% |
| YTD | +0.5% | -37.3% | +37.8% | +0.2% |
| 1Y | -8.8% | -53.2% | +44.4% | -8.0% |
| 3Y | +18.6% | +77.1% | -58.5% | +12.3% |
| 5Y | -62.2% | -29.7% | -32.5% | -66.7% |
| All | -54.8% | -29.7% | -25.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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