-61.6%
JD vs DTE
+31.9%
-93.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -19.3% | -0.5% | -18.8% | -19.3% |
| 3M | -6.0% | -6.0% | 0.0% | -5.4% |
| 6M | +1.8% | -7.2% | +9.0% | +2.6% |
| YTD | -2.6% | +7.2% | -9.7% | -4.1% |
| 1Y | -17.4% | +4.1% | -21.5% | -18.4% |
| 3Y | -8.6% | +46.9% | -55.5% | -15.1% |
| 5Y | -61.6% | +32.9% | -94.5% | -62.5% |
| All | -61.6% | +31.9% | -93.5% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling