+18.6%
JD vs DRI
+68.4%
-49.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.4% | -0.7% | +1.2% | +0.5% |
| 30D | +4.2% | +14.7% | -10.5% | +2.4% |
| 3M | -12.8% | +5.4% | -18.2% | -13.4% |
| 6M | -8.8% | +18.8% | -27.6% | -11.0% |
| YTD | +0.5% | +28.4% | -27.9% | -3.3% |
| 1Y | -8.8% | +37.7% | -46.4% | -13.1% |
| All | +18.6% | +68.4% | -49.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling