+28.4%
JD vs BURL
+258.4%
-230.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +3.9% |
| 7D | +11.7% | +3.5% | +8.3% | +10.9% |
| 30D | +8.1% | -9.3% | +17.4% | +10.2% |
| 3M | -12.0% | -32.1% | +20.1% | -4.9% |
| 6M | -3.5% | -19.8% | +16.3% | +0.2% |
| YTD | +3.3% | -13.2% | +16.5% | +5.0% |
| 1Y | -7.4% | -7.8% | +0.4% | -7.6% |
| 3Y | +16.6% | +89.3% | -72.7% | -3.6% |
| 5Y | -57.9% | -15.8% | -42.0% | -60.0% |
| All | +28.4% | +258.4% | -230.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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