-7.2%
JD vs DGX
+93.2%
-100.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | -2.6% | -3.5% | +0.9% | -2.0% |
| 30D | -15.4% | -2.7% | -12.7% | -14.9% |
| 3M | -5.0% | +13.9% | -18.9% | -7.3% |
| 6M | +0.9% | +16.0% | -15.1% | -2.0% |
| YTD | -2.5% | +34.9% | -37.4% | -9.2% |
| 1Y | -16.0% | +30.6% | -46.6% | -21.4% |
| All | -7.2% | +93.2% | -100.3% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling