+28.9%
JD vs DD
+105.4%
-76.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.9% | -8.4% | -5.1% |
| 7D | +7.9% | +9.8% | -1.9% | +3.1% |
| 30D | +4.8% | +19.3% | -14.6% | -3.5% |
| 3M | -13.9% | +9.4% | -23.3% | -17.8% |
| 6M | -5.8% | +4.8% | -10.6% | -8.8% |
| YTD | +2.4% | +30.2% | -27.8% | -11.3% |
| 1Y | -7.5% | +32.2% | -39.8% | -20.6% |
| 3Y | +20.9% | +93.1% | -72.2% | -14.7% |
| 5Y | -58.0% | +68.0% | -126.0% | -68.8% |
| 10Y | +28.9% | +98.5% | -69.6% | +4.6% |
| All | +28.9% | +105.4% | -76.5% | +4.6% |
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