-9.5%
JD vs DAR
+6.3%
-15.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.1% |
| 7D | -1.7% | +1.4% | -3.0% | -2.0% |
| 30D | -13.2% | +12.8% | -25.9% | -15.9% |
| 3M | -3.2% | +7.4% | -10.5% | -5.3% |
| 6M | +15.2% | +22.3% | -7.0% | +8.1% |
| YTD | +2.0% | +81.1% | -79.1% | -14.3% |
| 1Y | -5.4% | +106.5% | -111.9% | -23.9% |
| All | -9.5% | +6.3% | -15.9% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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