-5.9%
JD vs DT
-2.7%
-3.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.5% |
| 7D | -4.1% | +3.1% | -7.3% | -3.9% |
| 30D | +4.6% | -29.5% | +34.1% | +2.7% |
| 3M | -4.7% | -11.7% | +7.0% | -5.5% |
| 6M | -17.4% | +29.0% | -46.3% | -15.5% |
| YTD | +0.7% | +3.4% | -2.7% | +4.1% |
| 1Y | -5.9% | -4.2% | -1.6% | -1.2% |
| All | -5.9% | -2.7% | -3.2% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling