+11.1%
JD vs DT
+73.5%
-62.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | +0.4% | -5.4% | +5.9% | +1.9% |
| 30D | +4.2% | -32.2% | +36.4% | +16.2% |
| 3M | -12.8% | -10.9% | -1.8% | -11.1% |
| 6M | -8.8% | +10.0% | -18.7% | -14.6% |
| YTD | +0.5% | +2.1% | -1.6% | -4.8% |
| 1Y | -8.8% | -5.5% | -3.2% | -11.3% |
| 3Y | +18.6% | -12.4% | +31.0% | +14.4% |
| 5Y | -62.2% | -39.7% | -22.5% | -61.0% |
| All | +11.1% | +73.5% | -62.4% | -21.1% |
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