+34.4%
JD vs DD
+97.1%
-62.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | -4.1% | +5.0% | -9.1% | -6.3% |
| 30D | +4.6% | +19.7% | -15.1% | -3.8% |
| 3M | -4.7% | +7.2% | -11.9% | -8.2% |
| 6M | -17.4% | +1.0% | -18.4% | -18.7% |
| YTD | +0.7% | +29.1% | -28.4% | -12.5% |
| 1Y | -5.9% | +28.5% | -34.4% | -18.0% |
| 3Y | +18.9% | +89.4% | -70.6% | -15.4% |
| 5Y | -62.9% | +67.1% | -130.1% | -72.4% |
| All | +34.4% | +97.1% | -62.8% | +14.2% |
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