+9.7%
JD vs DT
+76.1%
-66.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.7% |
| 7D | -4.0% | +2.7% | -6.8% | -4.8% |
| 30D | +2.7% | -30.4% | +33.0% | +13.5% |
| 3M | -13.0% | -9.4% | -3.6% | -11.9% |
| 6M | -12.7% | +14.5% | -27.2% | -19.3% |
| YTD | -0.8% | +3.6% | -4.4% | -6.5% |
| 1Y | -8.9% | -3.4% | -5.5% | -12.1% |
| 3Y | +17.0% | -11.1% | +28.1% | +12.4% |
| 5Y | -63.5% | -39.5% | -24.0% | -62.3% |
| All | +9.7% | +76.1% | -66.4% | -22.5% |
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