-24.5%
JD vs DBX
+20.9%
-45.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.3% |
| 7D | -2.6% | -1.8% | -0.8% | -2.1% |
| 30D | -15.4% | +2.8% | -18.2% | -16.3% |
| 3M | -5.0% | +26.8% | -31.8% | -11.8% |
| 6M | +0.9% | +32.8% | -31.9% | -8.6% |
| YTD | -2.5% | +26.1% | -28.6% | -10.4% |
| 1Y | -16.0% | +14.1% | -30.1% | -20.7% |
| 3Y | -8.5% | +25.7% | -34.3% | -19.9% |
| 5Y | -61.8% | +11.2% | -72.9% | -66.3% |
| All | -24.5% | +20.9% | -45.4% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling