+16.9%
JD vs OMC
+29.9%
-13.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.6% |
| 7D | -3.0% | -4.2% | +1.2% | -2.0% |
| 30D | -19.3% | -7.5% | -11.8% | -17.9% |
| 3M | -6.0% | +4.6% | -10.7% | -7.6% |
| 6M | +1.8% | -4.8% | +6.6% | +2.3% |
| YTD | -2.6% | -1.0% | -1.5% | -3.7% |
| 1Y | -17.4% | +3.8% | -21.3% | -19.8% |
| 3Y | -8.6% | +10.2% | -18.8% | -14.8% |
| 5Y | -61.6% | +29.7% | -91.3% | -65.8% |
| 10Y | +16.9% | +32.3% | -15.4% | +1.7% |
| All | +16.9% | +29.9% | -13.0% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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