+17.8%
JD vs DG
+19.3%
-1.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.7% |
| 7D | +13.4% | +1.1% | +12.3% | +13.3% |
| 30D | +7.7% | +9.5% | -1.8% | +7.6% |
| 3M | -11.3% | +5.5% | -16.7% | -11.3% |
| 6M | -5.1% | +16.1% | -21.2% | -5.0% |
| YTD | +5.0% | +2.7% | +2.4% | +5.3% |
| 1Y | -5.6% | +42.1% | -47.7% | -5.3% |
| 3Y | +17.8% | +19.3% | -1.5% | +13.1% |
| All | +17.8% | +19.3% | -1.5% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling