-22.2%
JD vs DBX
+14.3%
-36.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -4.0% | -2.3% |
| 7D | +0.4% | -8.1% | +8.6% | +2.7% |
| 30D | +4.2% | -4.9% | +9.1% | +5.5% |
| 3M | -12.8% | -2.7% | -10.1% | -12.8% |
| 6M | -8.8% | +25.2% | -34.0% | -15.6% |
| YTD | +0.5% | +19.3% | -18.8% | -6.6% |
| 1Y | -8.8% | +6.6% | -15.4% | -12.4% |
| 3Y | +18.6% | +24.6% | -6.0% | +3.3% |
| 5Y | -62.2% | +23.5% | -85.8% | -67.7% |
| All | -22.2% | +14.3% | -36.6% | -38.1% |
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