+19.8%
JD vs DG
+108.0%
-88.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +2.0% | -1.5% |
| 7D | -0.8% | -2.5% | +1.7% | -0.4% |
| 30D | -16.0% | +1.0% | -17.1% | -16.2% |
| 3M | -3.2% | +20.3% | -23.5% | -5.8% |
| 6M | +6.1% | -11.7% | +17.8% | +7.6% |
| YTD | -0.1% | -2.3% | +2.2% | -0.3% |
| 1Y | -12.7% | +20.0% | -32.7% | -15.9% |
| 3Y | -6.3% | +7.2% | -13.5% | -10.6% |
| 5Y | -61.3% | -37.9% | -23.4% | -58.9% |
| All | +19.8% | +108.0% | -88.2% | -3.4% |
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