+16.5%
JD vs DGX
+255.3%
-238.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.3% |
| 7D | -4.2% | -0.9% | -3.4% | -4.0% |
| 30D | -14.4% | -1.2% | -13.2% | -14.1% |
| 3M | -3.6% | +15.8% | -19.3% | -7.8% |
| 6M | -0.3% | +18.2% | -18.5% | -5.5% |
| YTD | -2.4% | +37.2% | -39.6% | -12.0% |
| 1Y | -18.5% | +30.4% | -48.9% | -25.7% |
| 3Y | -7.0% | +96.7% | -103.7% | -26.9% |
| 5Y | -61.7% | +67.2% | -128.9% | -68.7% |
| All | +16.5% | +255.3% | -238.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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