+17.8%
JD vs D
+79.5%
-61.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +13.4% | +3.0% | +10.4% | +12.7% |
| 30D | +7.7% | +11.5% | -3.8% | +5.5% |
| 3M | -11.3% | +3.7% | -15.0% | -12.0% |
| 6M | -5.1% | +13.5% | -18.7% | -7.9% |
| YTD | +5.0% | +20.7% | -15.7% | +0.3% |
| 1Y | -5.6% | +18.2% | -23.9% | -9.5% |
| 3Y | +17.8% | +73.3% | -55.5% | -5.1% |
| All | +17.8% | +79.5% | -61.8% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling