+12.7%
JD vs DT
+103.5%
-90.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | -1.7% | -3.3% | +1.6% | -0.7% |
| 30D | -13.2% | +2.0% | -15.2% | -14.0% |
| 3M | -3.2% | +20.0% | -23.2% | -9.5% |
| 6M | +15.2% | +39.3% | -24.1% | +0.6% |
| YTD | +2.0% | +19.8% | -17.8% | -6.8% |
| 1Y | -5.4% | +4.3% | -9.7% | -9.4% |
| 3Y | -9.1% | +7.7% | -16.8% | -17.0% |
| 5Y | -59.6% | -26.8% | -32.8% | -60.4% |
| All | +12.7% | +103.5% | -90.8% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling