+34.4%
JD vs OMC
+53.0%
-18.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | -4.1% | +1.9% | -6.0% | -4.6% |
| 30D | +4.6% | +12.2% | -7.6% | +1.5% |
| 3M | -4.7% | +0.6% | -5.3% | -5.1% |
| 6M | -17.4% | +21.0% | -38.4% | -21.9% |
| YTD | +0.7% | +12.4% | -11.6% | -3.7% |
| 1Y | -5.9% | +25.4% | -31.3% | -12.8% |
| 3Y | +18.9% | +29.2% | -10.3% | +6.1% |
| 5Y | -62.9% | +52.6% | -115.5% | -68.4% |
| All | +34.4% | +53.0% | -18.6% | +13.8% |
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