+56.4%
JD vs FIVE
+565.9%
-509.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.5% | +4.3% |
| 7D | +11.7% | -1.7% | +13.5% | +12.1% |
| 30D | +8.1% | +14.9% | -6.9% | +4.4% |
| 3M | -12.0% | +7.6% | -19.6% | -14.0% |
| 6M | -3.5% | +6.4% | -9.9% | -6.1% |
| YTD | +3.3% | +28.1% | -24.7% | -4.3% |
| 1Y | -7.4% | +54.7% | -62.1% | -18.2% |
| 3Y | +16.6% | +36.1% | -19.5% | +0.5% |
| 5Y | -57.9% | +14.9% | -72.7% | -63.4% |
| 10Y | +32.6% | +578.8% | -546.2% | -25.1% |
| All | +56.4% | +565.9% | -509.5% | -5.1% |
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