+52.1%
JD vs DTE
+235.4%
-183.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +0.4% | +1.6% | -1.1% | +0.1% |
| 30D | +4.2% | +9.1% | -4.9% | +2.7% |
| 3M | -12.8% | +2.4% | -15.2% | -13.2% |
| 6M | -8.8% | -0.2% | -8.5% | -9.0% |
| YTD | +0.5% | +11.0% | -10.5% | -1.7% |
| 1Y | -8.8% | +3.4% | -12.1% | -9.6% |
| 3Y | +18.6% | +57.1% | -38.5% | +8.4% |
| 5Y | -62.2% | +46.6% | -108.8% | -65.4% |
| 10Y | +32.2% | +151.3% | -119.1% | +6.8% |
| All | +52.1% | +235.4% | -183.3% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling