+30.5%
JD vs CAPR
-68.5%
+99.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.0% | +1.6% |
| 7D | +13.4% | +41.1% | -27.7% | +12.6% |
| 30D | +7.7% | +11.1% | -3.4% | +7.4% |
| 3M | -11.3% | +115.3% | -126.6% | -13.0% |
| 6M | -5.1% | -73.8% | +68.7% | -4.2% |
| YTD | +5.0% | -68.8% | +73.9% | +5.6% |
| 1Y | -5.6% | +43.3% | -49.0% | -12.3% |
| 3Y | +17.8% | +214.7% | -196.9% | +3.2% |
| 5Y | -57.2% | +141.3% | -198.5% | -62.7% |
| All | +30.5% | -68.5% | +99.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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