-60.6%
JD vs COMP
-52.0%
-8.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.7% | -9.1% | -0.1% |
| 7D | +13.4% | +13.4% | -0.1% | +10.8% |
| 30D | +7.7% | +11.1% | -3.4% | +5.4% |
| 3M | -11.3% | -18.8% | +7.6% | -8.9% |
| 6M | -5.1% | +10.5% | -15.6% | -8.5% |
| YTD | +5.0% | -3.4% | +8.5% | +1.9% |
| 1Y | -5.6% | +19.7% | -25.3% | -12.1% |
| 3Y | +17.8% | +381.6% | -363.8% | -22.3% |
| 5Y | -57.2% | -17.6% | -39.6% | -63.0% |
| All | -60.6% | -52.0% | -8.6% | -62.7% |
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