+59.0%
JD vs DAR
+155.8%
-96.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | +13.4% | -9.9% | +23.3% | +16.5% |
| 30D | +7.7% | -16.4% | +24.1% | +12.7% |
| 3M | -11.3% | -17.1% | +5.8% | -7.5% |
| 6M | -5.1% | -20.5% | +15.3% | -0.3% |
| YTD | +5.0% | +39.4% | -34.4% | -6.6% |
| 1Y | -5.6% | +57.2% | -62.9% | -19.2% |
| 3Y | +17.8% | +13.9% | +3.9% | +6.8% |
| 5Y | -57.2% | -40.8% | -16.4% | -54.5% |
| 10Y | +34.8% | +276.2% | -241.5% | -17.7% |
| All | +59.0% | +155.8% | -96.8% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling