+51.4%
JD vs DOC
+3.1%
+48.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.2% |
| 7D | +9.0% | +8.7% | +0.2% | +6.5% |
| 30D | +5.2% | +7.6% | -2.4% | +3.0% |
| 3M | -15.9% | -5.3% | -10.6% | -14.8% |
| 6M | -7.7% | +27.6% | -35.3% | -14.4% |
| YTD | +0.1% | +32.4% | -32.3% | -8.4% |
| 1Y | -9.7% | +22.9% | -32.6% | -15.7% |
| 3Y | +12.9% | +43.1% | -30.2% | +0.2% |
| 5Y | -60.6% | -21.4% | -39.2% | -60.0% |
| 10Y | +28.4% | +16.8% | +11.6% | +15.6% |
| All | +51.4% | +3.1% | +48.4% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling