-61.2%
JD vs COMP
-56.6%
-4.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.2% | +11.4% | +4.6% |
| 7D | +11.7% | -1.8% | +13.6% | +11.9% |
| 30D | +8.1% | -0.8% | +8.8% | +7.8% |
| 3M | -12.0% | -28.1% | +16.2% | -7.8% |
| 6M | -3.5% | +27.0% | -30.5% | -9.5% |
| YTD | +3.3% | -12.8% | +16.1% | +1.9% |
| 1Y | -7.4% | +4.9% | -12.3% | -11.8% |
| 3Y | +16.6% | +321.0% | -304.4% | -21.2% |
| 5Y | -57.9% | -25.6% | -32.3% | -62.9% |
| All | -61.2% | -56.6% | -4.6% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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