+34.4%
JD vs DTE
+152.1%
-117.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | -4.1% | +3.4% | -7.6% | -4.7% |
| 30D | +4.6% | +8.9% | -4.3% | +3.1% |
| 3M | -4.7% | +1.1% | -5.8% | -5.0% |
| 6M | -17.4% | +0.1% | -17.4% | -17.6% |
| YTD | +0.7% | +11.1% | -10.3% | -1.6% |
| 1Y | -5.9% | +4.9% | -10.8% | -7.1% |
| 3Y | +18.9% | +58.6% | -39.7% | +8.2% |
| 5Y | -62.9% | +47.3% | -110.2% | -66.1% |
| All | +34.4% | +152.1% | -117.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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