+16.4%
JD vs QSR
+133.7%
-117.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -2.6% | -4.7% | +2.1% | -0.8% |
| 30D | -15.4% | +4.3% | -19.7% | -16.8% |
| 3M | -5.0% | +5.4% | -10.5% | -7.2% |
| 6M | +0.9% | +8.2% | -7.2% | -3.0% |
| YTD | -2.5% | +14.1% | -16.6% | -8.5% |
| 1Y | -16.0% | +28.1% | -44.1% | -24.9% |
| 3Y | -8.5% | +25.3% | -33.8% | -18.1% |
| 5Y | -61.8% | +40.4% | -102.1% | -67.5% |
| All | +16.4% | +133.7% | -117.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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