+34.4%
JD vs QSR
+137.6%
-103.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -4.1% | -2.9% | -1.2% | -3.0% |
| 30D | +4.6% | +4.1% | +0.5% | +3.0% |
| 3M | -4.7% | -0.7% | -4.1% | -4.7% |
| 6M | -17.4% | +0.4% | -17.8% | -18.0% |
| YTD | +0.7% | +13.5% | -12.8% | -5.4% |
| 1Y | -5.9% | +11.0% | -16.9% | -10.9% |
| 3Y | +18.9% | +22.0% | -3.1% | +7.5% |
| 5Y | -62.9% | +57.1% | -120.0% | -69.6% |
| All | +34.4% | +137.6% | -103.3% | -15.4% |
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