-6.4%
JD vs DD
+31.6%
-38.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.9% | -8.4% | -3.2% |
| 7D | +7.9% | +9.8% | -1.9% | +6.3% |
| 30D | +4.8% | +19.3% | -14.6% | +1.8% |
| 3M | -13.9% | +9.4% | -23.3% | -15.2% |
| 6M | -5.8% | +4.8% | -10.6% | -6.4% |
| YTD | +2.4% | +30.2% | -27.8% | -6.6% |
| All | -6.4% | +31.6% | -38.0% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling