+54.3%
JD vs DINO
+239.5%
-185.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -1.7% | +5.7% | -7.4% | -2.5% |
| 30D | -13.2% | +27.8% | -41.0% | -16.4% |
| 3M | -3.2% | +45.6% | -48.8% | -8.6% |
| 6M | +15.2% | +88.5% | -73.2% | +4.2% |
| YTD | +2.0% | +134.1% | -132.1% | -11.2% |
| 1Y | -5.4% | +111.1% | -116.5% | -16.3% |
| 3Y | -9.1% | +109.1% | -118.2% | -20.8% |
| 5Y | -59.6% | +307.2% | -366.8% | -69.0% |
| 10Y | +26.2% | +495.9% | -469.7% | -14.6% |
| All | +54.3% | +239.5% | -185.2% | +14.6% |
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