+28.9%
JD vs P
+748.5%
-719.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.3% | -8.8% | -3.7% |
| 7D | +7.9% | -9.6% | +17.5% | +9.4% |
| 30D | +4.8% | -33.4% | +38.2% | +11.9% |
| 3M | -13.9% | +14.2% | -28.1% | -18.5% |
| 6M | -5.8% | +31.6% | -37.4% | -14.9% |
| YTD | +2.4% | +53.5% | -51.1% | -11.5% |
| 1Y | -7.5% | +14.2% | -21.7% | -16.1% |
| 3Y | +20.9% | +190.5% | -169.6% | -20.5% |
| 5Y | -58.0% | +256.3% | -314.4% | -74.7% |
| 10Y | +28.9% | +707.9% | -679.0% | -37.3% |
| All | +28.9% | +748.5% | -719.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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