-5.4%
JD vs DINO
+111.1%
-116.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | -1.7% | +5.7% | -7.4% | -1.7% |
| 30D | -13.2% | +27.8% | -41.0% | -13.5% |
| 3M | -3.2% | +45.6% | -48.8% | -3.8% |
| 6M | +15.2% | +88.5% | -73.2% | +13.8% |
| YTD | +2.0% | +134.1% | -132.1% | -5.0% |
| 1Y | -5.4% | +111.1% | -116.5% | -10.2% |
| All | -5.4% | +111.1% | -116.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 1y: compounded portfolio wealth divided by compounded DINO 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…
1y analysis · Full analysis span regression · 6 months rolling