+54.3%
JD vs D
+60.9%
-6.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -13.2% | -3.6% | -9.6% | -12.6% |
| 3M | -3.2% | -1.0% | -2.2% | -3.1% |
| 6M | +15.2% | +6.3% | +8.9% | +13.7% |
| YTD | +2.0% | +14.7% | -12.7% | -0.9% |
| 1Y | -5.4% | +16.9% | -22.3% | -8.5% |
| 3Y | -9.1% | +56.8% | -65.9% | -17.4% |
| 5Y | -59.6% | +5.2% | -64.8% | -61.6% |
| 10Y | +26.2% | +35.9% | -9.6% | +11.7% |
| All | +54.3% | +60.9% | -6.6% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling