+10.4%
JD vs DT
+97.2%
-86.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.1% |
| 7D | -0.8% | -4.9% | +4.1% | +0.7% |
| 30D | -16.0% | +2.7% | -18.7% | -17.0% |
| 3M | -3.2% | +20.0% | -23.1% | -9.5% |
| 6M | +6.1% | +28.0% | -22.0% | -4.7% |
| YTD | -0.1% | +16.0% | -16.2% | -7.8% |
| 1Y | -12.7% | +0.7% | -13.5% | -15.5% |
| 3Y | -6.3% | +6.2% | -12.5% | -14.2% |
| 5Y | -61.3% | -28.1% | -33.2% | -61.9% |
| All | +10.4% | +97.2% | -86.8% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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