+59.0%
JD vs DG
+181.1%
-122.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.1% |
| 7D | +13.4% | +1.1% | +12.3% | +13.1% |
| 30D | +7.7% | +9.5% | -1.8% | +6.0% |
| 3M | -11.3% | +5.5% | -16.7% | -12.3% |
| 6M | -5.1% | +16.1% | -21.2% | -8.0% |
| YTD | +5.0% | +2.7% | +2.4% | +3.7% |
| 1Y | -5.6% | +42.1% | -47.7% | -12.3% |
| 3Y | +17.8% | +19.3% | -1.5% | +8.7% |
| 5Y | -57.2% | -35.3% | -21.8% | -55.0% |
| 10Y | +34.8% | +123.9% | -89.1% | -3.3% |
| All | +59.0% | +181.1% | -122.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling