-6.7%
JD vs D
+16.4%
-23.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +5.2% | +2.4% | +2.8% | +5.1% |
| 30D | +4.5% | +10.9% | -6.4% | +4.3% |
| 3M | -15.4% | +2.8% | -18.3% | -15.5% |
| 6M | -6.0% | +12.7% | -18.7% | -6.9% |
| YTD | +2.2% | +20.3% | -18.2% | 0.0% |
| 1Y | -6.7% | +17.1% | -23.8% | -8.1% |
| All | -6.7% | +16.4% | -23.1% | -8.1% |
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