+32.5%
JD vs DG
+119.6%
-87.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +5.2% | +5.2% | 0.0% | +4.4% |
| 30D | +4.5% | +7.9% | -3.4% | +3.2% |
| 3M | -15.4% | +12.7% | -28.1% | -17.1% |
| 6M | -6.0% | +22.4% | -28.5% | -9.2% |
| YTD | +2.2% | +5.4% | -3.2% | +0.7% |
| 1Y | -6.7% | +39.4% | -46.0% | -12.2% |
| 3Y | +20.5% | +24.1% | -3.6% | +11.4% |
| 5Y | -58.4% | -32.2% | -26.3% | -56.4% |
| 10Y | +32.5% | +111.8% | -79.3% | -0.9% |
| All | +32.5% | +119.6% | -87.1% | -0.9% |
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