-61.8%
JD vs DGX
+62.5%
-124.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | -3.0% | -2.2% | -0.8% | -2.5% |
| 30D | -19.3% | -0.9% | -18.4% | -19.2% |
| 3M | -6.0% | +15.6% | -21.6% | -9.3% |
| 6M | +1.8% | +17.8% | -16.0% | -2.3% |
| YTD | -2.6% | +37.5% | -40.0% | -10.8% |
| 1Y | -17.4% | +31.2% | -48.6% | -23.7% |
| 3Y | -8.6% | +96.6% | -105.2% | -27.7% |
| All | -61.8% | +62.5% | -124.2% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling