-12.7%
JD vs DG
+18.0%
-30.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +2.0% | -2.0% |
| 7D | -0.8% | -2.5% | +1.7% | -0.7% |
| 30D | -16.0% | +1.0% | -17.1% | -16.0% |
| 3M | -3.2% | +20.3% | -23.5% | -3.1% |
| 6M | +6.1% | -11.7% | +17.8% | +7.7% |
| YTD | -0.1% | -2.3% | +2.2% | +0.9% |
| 1Y | -12.7% | +20.0% | -32.7% | -13.8% |
| All | -12.7% | +18.0% | -30.7% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling