+12.2%
JD vs DOC
+43.5%
-31.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.1% |
| 7D | +9.0% | +8.7% | +0.2% | +6.3% |
| 30D | +5.2% | +7.6% | -2.4% | +2.9% |
| 3M | -15.9% | -5.3% | -10.6% | -14.7% |
| 6M | -7.7% | +27.6% | -35.3% | -15.6% |
| YTD | +0.1% | +32.4% | -32.3% | -10.1% |
| 1Y | -9.7% | +22.9% | -32.6% | -16.7% |
| All | +12.2% | +43.5% | -31.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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