+34.4%
JD vs FIVE
+504.2%
-469.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -4.1% | +2.7% | -6.8% | -4.8% |
| 30D | +4.6% | +12.7% | -8.1% | +1.4% |
| 3M | -4.7% | +2.1% | -6.8% | -5.7% |
| 6M | -17.4% | +17.5% | -34.8% | -21.5% |
| YTD | +0.7% | +31.0% | -30.2% | -7.5% |
| 1Y | -5.9% | +67.7% | -73.6% | -18.9% |
| 3Y | +18.9% | +43.4% | -24.5% | +0.8% |
| 5Y | -62.9% | +18.1% | -81.0% | -68.1% |
| All | +34.4% | +504.2% | -469.8% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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