-61.3%
JD vs DBX
+7.2%
-68.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.9% | -1.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | -16.0% | -2.9% | -13.2% | -15.6% |
| 3M | -3.2% | +23.8% | -27.0% | -9.7% |
| 6M | +6.1% | +26.2% | -20.1% | -2.8% |
| YTD | -0.1% | +21.6% | -21.7% | -7.4% |
| 1Y | -12.7% | +11.4% | -24.2% | -16.9% |
| 3Y | -6.3% | +21.3% | -27.6% | -19.8% |
| 5Y | -61.3% | +6.7% | -68.0% | -69.5% |
| All | -61.3% | +7.2% | -68.5% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling