+30.5%
JD vs RF
+279.4%
-248.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +13.4% | -0.9% | +14.3% | +13.6% |
| 30D | +7.7% | +6.0% | +1.7% | +6.0% |
| 3M | -11.3% | -8.9% | -2.4% | -9.2% |
| 6M | -5.1% | +2.3% | -7.5% | -6.2% |
| YTD | +5.0% | +7.6% | -2.5% | +2.2% |
| 1Y | -5.6% | +21.2% | -26.8% | -11.2% |
| 3Y | +17.8% | +108.5% | -90.8% | -6.2% |
| 5Y | -57.2% | +43.2% | -100.4% | -62.8% |
| All | +30.5% | +279.4% | -248.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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