-54.0%
JD vs QS
-47.0%
-7.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.6% | +4.2% | -1.8% |
| 7D | -3.0% | -4.2% | +1.2% | -2.5% |
| 30D | -19.3% | -15.7% | -3.7% | -17.9% |
| 3M | -6.0% | -28.7% | +22.7% | -3.3% |
| 6M | +1.8% | -23.2% | +25.0% | +3.5% |
| YTD | -2.6% | -49.9% | +47.3% | +3.2% |
| 1Y | -17.4% | -38.8% | +21.4% | -15.8% |
| 3Y | -8.6% | -24.0% | +15.4% | -14.8% |
| 5Y | -61.6% | -75.6% | +14.0% | -62.4% |
| All | -54.0% | -47.0% | -7.0% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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