+54.3%
JD vs DAR
+232.3%
-177.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.1% |
| 7D | -1.7% | +1.4% | -3.0% | -2.1% |
| 30D | -13.2% | +12.8% | -25.9% | -16.3% |
| 3M | -3.2% | +7.4% | -10.5% | -5.6% |
| 6M | +15.2% | +22.3% | -7.0% | +7.6% |
| YTD | +2.0% | +81.1% | -79.1% | -15.1% |
| 1Y | -5.4% | +106.5% | -111.9% | -24.7% |
| 3Y | -9.1% | +5.3% | -14.4% | -15.1% |
| 5Y | -59.6% | -11.5% | -48.1% | -61.3% |
| 10Y | +26.2% | +353.3% | -327.1% | -26.7% |
| All | +54.3% | +232.3% | -177.9% | +1.1% |
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 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