+17.6%
JD vs DRI
+350.3%
-332.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -1.7% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -16.0% | -0.4% | -15.7% | -16.0% |
| 3M | -3.2% | +9.5% | -12.7% | -5.2% |
| 6M | +6.1% | +6.5% | -0.4% | +4.3% |
| YTD | -0.1% | +18.4% | -18.5% | -4.0% |
| 1Y | -12.7% | +4.2% | -16.9% | -14.1% |
| 3Y | -6.3% | +57.1% | -63.4% | -16.3% |
| 5Y | -61.3% | +70.4% | -131.8% | -66.4% |
| 10Y | +17.6% | +354.0% | -336.4% | -12.6% |
| All | +17.6% | +350.3% | -332.7% | -12.6% |
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