+34.4%
JD vs DG
+105.2%
-70.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +4.6% | +3.2% | +1.4% | +4.0% |
| 3M | -4.7% | +10.4% | -15.2% | -6.3% |
| 6M | -17.4% | +33.2% | -50.5% | -21.1% |
| YTD | +0.7% | +3.0% | -2.3% | -0.4% |
| 1Y | -5.9% | +31.2% | -37.1% | -10.7% |
| 3Y | +18.9% | +21.8% | -2.9% | +10.1% |
| 5Y | -62.9% | -35.0% | -28.0% | -60.7% |
| All | +34.4% | +105.2% | -70.8% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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