+56.4%
JD vs D
+70.2%
-13.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.4% | +3.3% |
| 7D | +11.7% | +6.9% | +4.8% | +10.4% |
| 30D | +8.1% | +12.3% | -4.2% | +5.9% |
| 3M | -12.0% | +3.0% | -15.0% | -12.5% |
| 6M | -3.5% | +12.8% | -16.3% | -5.8% |
| YTD | +3.3% | +22.6% | -19.2% | -0.7% |
| 1Y | -7.4% | +21.7% | -29.1% | -11.0% |
| 3Y | +16.6% | +83.9% | -67.3% | +3.2% |
| 5Y | -57.9% | +14.0% | -71.8% | -60.5% |
| 10Y | +32.6% | +45.6% | -13.0% | +15.9% |
| All | +56.4% | +70.2% | -13.8% | +33.8% |
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