-58.0%
JD vs FIVE
+19.1%
-77.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.6% | -8.1% | -3.8% |
| 7D | +7.9% | +6.2% | +1.7% | +6.3% |
| 30D | +4.8% | +18.2% | -13.4% | +0.6% |
| 3M | -13.9% | +3.8% | -17.8% | -15.1% |
| 6M | -5.8% | +13.7% | -19.5% | -9.8% |
| YTD | +2.4% | +34.7% | -32.3% | -6.5% |
| 1Y | -7.5% | +66.6% | -74.2% | -20.1% |
| 3Y | +20.9% | +44.3% | -23.4% | +5.9% |
| 5Y | -58.0% | +18.8% | -76.8% | -63.7% |
| All | -58.0% | +19.1% | -77.2% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling