+30.5%
JD vs DRI
+367.2%
-336.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.8% |
| 7D | +13.4% | +2.8% | +10.5% | +12.7% |
| 30D | +7.7% | +13.3% | -5.6% | +5.0% |
| 3M | -11.3% | +8.2% | -19.5% | -12.8% |
| 6M | -5.1% | +17.5% | -22.7% | -8.6% |
| YTD | +5.0% | +26.9% | -21.9% | -0.5% |
| 1Y | -5.6% | +31.6% | -37.2% | -11.4% |
| 3Y | +17.8% | +67.0% | -49.2% | +3.9% |
| 5Y | -57.2% | +72.9% | -130.1% | -62.9% |
| All | +30.5% | +367.2% | -336.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling