+17.6%
JD vs DD
+69.4%
-51.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -0.8% | -0.6% | -0.2% | -0.5% |
| 30D | -16.0% | -7.4% | -8.6% | -13.3% |
| 3M | -3.2% | -6.4% | +3.3% | -0.8% |
| 6M | +6.1% | -2.5% | +8.5% | +5.9% |
| YTD | -0.1% | +10.2% | -10.4% | -6.4% |
| 1Y | -12.7% | +36.9% | -49.7% | -26.5% |
| 3Y | -6.3% | +47.0% | -53.3% | -24.9% |
| 5Y | -61.3% | +63.1% | -124.5% | -70.6% |
| 10Y | +17.6% | +68.2% | -50.6% | -0.2% |
| All | +17.6% | +69.4% | -51.7% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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