+34.4%
JD vs M
-7.1%
+41.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | -4.1% | +7.0% | -11.1% | -5.1% |
| 30D | +4.6% | +8.9% | -4.3% | +3.1% |
| 3M | -4.7% | +4.5% | -9.2% | -5.7% |
| 6M | -17.4% | +36.2% | -53.6% | -21.6% |
| YTD | +0.7% | +15.1% | -14.4% | -2.5% |
| 1Y | -5.9% | +27.4% | -33.3% | -10.5% |
| 3Y | +18.9% | +160.1% | -141.3% | -1.2% |
| 5Y | -62.9% | -1.6% | -61.4% | -65.9% |
| All | +34.4% | -7.1% | +41.4% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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