-56.4%
JD vs PL
+28.1%
-84.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.4% | -8.7% | +0.2% |
| 7D | +13.4% | -6.8% | +20.2% | +14.2% |
| 30D | +7.7% | -29.3% | +37.0% | +12.4% |
| 3M | -11.3% | -44.8% | +33.5% | -4.6% |
| 6M | -5.1% | -68.4% | +63.2% | +8.2% |
| YTD | +5.0% | -36.4% | +41.4% | +3.9% |
| 1Y | -5.6% | +0.7% | -6.4% | -15.1% |
| 3Y | +17.8% | +455.3% | -437.5% | -35.8% |
| 5Y | -57.2% | +22.7% | -79.8% | -73.5% |
| All | -56.4% | +28.1% | -84.4% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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