-58.2%
JD vs PL
+40.9%
-99.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.6% |
| 7D | -4.1% | +10.0% | -14.2% | -5.5% |
| 30D | +4.6% | -2.3% | +6.9% | +4.4% |
| 3M | -4.7% | -44.2% | +39.5% | +2.2% |
| 6M | -17.4% | -66.1% | +48.7% | -6.5% |
| YTD | +0.7% | -30.0% | +30.7% | -1.8% |
| 1Y | -5.9% | +21.0% | -26.9% | -17.7% |
| 3Y | +18.9% | +516.5% | -497.6% | -36.3% |
| 5Y | -62.9% | +32.0% | -95.0% | -77.3% |
| All | -58.2% | +40.9% | -99.1% | -74.5% |
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