+28.9%
JD vs DRI
+370.8%
-341.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | +7.9% | +3.1% | +4.8% | +7.2% |
| 30D | +4.8% | +16.2% | -11.5% | +1.6% |
| 3M | -13.9% | +8.4% | -22.3% | -15.4% |
| 6M | -5.8% | +19.0% | -24.8% | -9.5% |
| YTD | +2.4% | +28.8% | -26.4% | -3.4% |
| 1Y | -7.5% | +33.1% | -40.7% | -13.4% |
| 3Y | +20.9% | +70.8% | -49.9% | +6.1% |
| 5Y | -58.0% | +74.2% | -132.3% | -63.7% |
| 10Y | +28.9% | +345.5% | -316.6% | +5.7% |
| All | +28.9% | +370.8% | -341.9% | +5.7% |
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