+55.0%
JD vs DINO
+221.3%
-166.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.9% |
| 7D | +7.9% | -10.7% | +18.6% | +9.4% |
| 30D | +4.8% | -17.8% | +22.5% | +7.3% |
| 3M | -13.9% | +23.3% | -37.2% | -17.1% |
| 6M | -5.8% | +39.6% | -45.4% | -11.1% |
| YTD | +2.4% | +121.6% | -119.2% | -10.6% |
| 1Y | -7.5% | +88.2% | -95.8% | -17.3% |
| 3Y | +20.9% | +114.4% | -93.5% | +4.5% |
| 5Y | -58.0% | +248.7% | -306.7% | -67.2% |
| 10Y | +28.9% | +430.9% | -402.0% | -11.1% |
| All | +55.0% | +221.3% | -166.3% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling