+28.9%
JD vs CAPR
-64.9%
+93.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.4% | -12.0% | -2.7% |
| 7D | +7.9% | +36.0% | -28.1% | +7.3% |
| 30D | +4.8% | +25.8% | -21.0% | +4.2% |
| 3M | -13.9% | +140.8% | -154.8% | -15.8% |
| 6M | -5.8% | -67.6% | +61.8% | -5.2% |
| YTD | +2.4% | -65.9% | +68.3% | +2.8% |
| 1Y | -7.5% | +66.1% | -73.6% | -14.4% |
| 3Y | +20.9% | +256.9% | -236.0% | +5.7% |
| 5Y | -58.0% | +172.1% | -230.1% | -63.5% |
| 10Y | +28.9% | -64.7% | +93.6% | +6.5% |
| All | +28.9% | -64.9% | +93.8% | +6.5% |
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