-6.3%
JD vs DINO
+106.4%
-112.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.8% | -2.4% |
| 7D | -0.8% | +4.2% | -5.0% | -1.3% |
| 30D | -16.0% | +33.9% | -49.9% | -19.2% |
| 3M | -3.2% | +50.5% | -53.7% | -8.3% |
| 6M | +6.1% | +95.2% | -89.1% | -3.7% |
| YTD | -0.1% | +140.6% | -140.7% | -13.4% |
| 1Y | -12.7% | +119.0% | -131.7% | -23.0% |
| 3Y | -6.3% | +100.4% | -106.7% | -22.0% |
| All | -6.3% | +106.4% | -112.7% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling