+30.5%
JD vs FIVE
+563.4%
-532.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +13.4% | -0.3% | +13.6% | +13.3% |
| 30D | +7.7% | +17.7% | -10.0% | +3.4% |
| 3M | -11.3% | +4.0% | -15.2% | -12.6% |
| 6M | -5.1% | +2.6% | -7.8% | -6.9% |
| YTD | +5.0% | +27.6% | -22.5% | -2.8% |
| 1Y | -5.6% | +59.9% | -65.6% | -17.6% |
| 3Y | +17.8% | +35.8% | -18.0% | +1.4% |
| 5Y | -57.2% | +14.4% | -71.6% | -62.8% |
| All | +30.5% | +563.4% | -532.9% | -12.7% |
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