-9.5%
JD vs DT
+9.0%
-18.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | -1.7% | -3.3% | +1.6% | -1.4% |
| 30D | -13.2% | +2.0% | -15.2% | -13.4% |
| 3M | -3.2% | +20.0% | -23.2% | -5.2% |
| 6M | +15.2% | +39.3% | -24.1% | +10.2% |
| YTD | +2.0% | +19.8% | -17.8% | +0.3% |
| 1Y | -5.4% | +4.3% | -9.7% | -4.5% |
| All | -9.5% | +9.0% | -18.5% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling