+32.5%
JD vs CAPR
-68.2%
+100.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.9% | +9.7% | -0.1% |
| 7D | +5.2% | +7.6% | -2.4% | +5.0% |
| 30D | +4.5% | +13.3% | -8.8% | +4.2% |
| 3M | -15.4% | +130.4% | -145.8% | -17.2% |
| 6M | -6.0% | -70.8% | +64.8% | -5.3% |
| YTD | +2.2% | -69.3% | +71.4% | +2.7% |
| 1Y | -6.7% | +59.5% | -66.2% | -13.6% |
| 3Y | +20.5% | +216.8% | -196.3% | +5.6% |
| 5Y | -58.4% | +152.7% | -211.1% | -63.8% |
| 10Y | +32.5% | -68.2% | +100.7% | +9.7% |
| All | +32.5% | -68.2% | +100.7% | +9.7% |
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