+54.3%
JD vs FIVE
+596.1%
-541.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.7% |
| 7D | -1.7% | +4.3% | -5.9% | -2.7% |
| 30D | -13.2% | +12.5% | -25.7% | -15.8% |
| 3M | -3.2% | +31.2% | -34.4% | -9.6% |
| 6M | +15.2% | +14.4% | +0.9% | +10.1% |
| YTD | +2.0% | +33.9% | -31.9% | -6.3% |
| 1Y | -5.4% | +65.1% | -70.4% | -17.6% |
| 3Y | -9.1% | +49.0% | -58.1% | -23.3% |
| 5Y | -59.6% | +30.3% | -89.9% | -65.9% |
| 10Y | +26.2% | +481.1% | -454.9% | -26.5% |
| All | +54.3% | +596.1% | -541.8% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling