+28.9%
JD vs DG
+128.5%
-99.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.8% |
| 7D | +7.9% | +0.7% | +7.2% | +7.7% |
| 30D | +4.8% | +7.4% | -2.7% | +3.6% |
| 3M | -13.9% | +8.5% | -22.4% | -15.1% |
| 6M | -5.8% | +21.9% | -27.7% | -8.9% |
| YTD | +2.4% | +4.9% | -2.5% | +1.0% |
| 1Y | -7.5% | +40.4% | -47.9% | -13.1% |
| 3Y | +20.9% | +23.5% | -2.6% | +12.0% |
| 5Y | -58.0% | -32.3% | -25.7% | -56.0% |
| 10Y | +28.9% | +119.3% | -90.4% | -1.5% |
| All | +28.9% | +128.5% | -99.6% | -1.5% |
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