-9.7%
JD vs D
+23.9%
-33.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +2.8% |
| 7D | +9.0% | +8.5% | +0.4% | +8.6% |
| 30D | +5.2% | +14.3% | -9.1% | +4.8% |
| 3M | -15.9% | +1.8% | -17.7% | -15.8% |
| 6M | -7.7% | +13.0% | -20.7% | -8.4% |
| YTD | +0.1% | +22.7% | -22.7% | -2.1% |
| 1Y | -9.7% | +22.6% | -32.4% | -12.1% |
| All | -9.7% | +23.9% | -33.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling