+34.4%
JD vs CAPR
-65.7%
+100.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.9% | +8.5% | +1.7% |
| 7D | -4.1% | +5.9% | -10.0% | -4.3% |
| 30D | +4.6% | +44.6% | -40.0% | +3.7% |
| 3M | -4.7% | +126.4% | -131.1% | -6.7% |
| 6M | -17.4% | -68.6% | +51.2% | -16.9% |
| YTD | +0.7% | -67.0% | +67.7% | +1.1% |
| 1Y | -5.9% | +65.2% | -71.0% | -12.9% |
| 3Y | +18.9% | +235.6% | -216.7% | +3.9% |
| 5Y | -62.9% | +175.4% | -238.4% | -67.8% |
| All | +34.4% | -65.7% | +100.1% | +12.9% |
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