-57.1%
JD vs DAR
-41.1%
-16.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | +13.4% | -9.9% | +23.3% | +16.7% |
| 30D | +7.7% | -16.4% | +24.1% | +13.0% |
| 3M | -11.3% | -17.1% | +5.8% | -7.3% |
| 6M | -5.1% | -20.5% | +15.3% | 0.0% |
| YTD | +5.0% | +39.4% | -34.4% | -8.7% |
| 1Y | -5.6% | +57.2% | -62.9% | -21.4% |
| 3Y | +17.8% | +13.9% | +3.9% | +5.0% |
| All | -57.1% | -41.1% | -16.1% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling