-57.1%
JD vs DT
-43.6%
-13.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +13.4% | -24.7% | +38.1% | +22.0% |
| 30D | +7.7% | -27.4% | +35.1% | +16.9% |
| 3M | -11.3% | -11.1% | -0.2% | -9.8% |
| 6M | -5.1% | +13.7% | -18.8% | -12.6% |
| YTD | +5.0% | +0.2% | +4.8% | +0.1% |
| 1Y | -5.6% | -5.7% | 0.0% | -8.0% |
| 3Y | +17.8% | -8.1% | +25.9% | +10.5% |
| All | -57.1% | -43.6% | -13.5% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling