-63.5%
JD vs DAR
-29.6%
-33.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.9% |
| 7D | -4.0% | +9.2% | -13.2% | -6.5% |
| 30D | +2.7% | -12.3% | +14.9% | +6.3% |
| 3M | -13.0% | -12.7% | -0.3% | -10.4% |
| 6M | -12.7% | -12.8% | +0.1% | -10.5% |
| YTD | -0.8% | +53.8% | -54.6% | -16.3% |
| 1Y | -8.9% | +60.3% | -69.2% | -24.4% |
| 3Y | +17.0% | +31.7% | -14.7% | -0.6% |
| 5Y | -63.5% | -27.7% | -35.7% | -65.4% |
| All | -63.5% | -29.6% | -33.9% | -65.4% |
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