+34.4%
JD vs RF
+223.4%
-189.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | -4.1% | +1.9% | -6.1% | -4.6% |
| 30D | +4.6% | +7.3% | -2.7% | +2.6% |
| 3M | -4.7% | -7.9% | +3.2% | -2.8% |
| 6M | -17.4% | +10.5% | -27.9% | -19.9% |
| YTD | +0.7% | +9.6% | -8.9% | -2.6% |
| 1Y | -5.9% | +20.3% | -26.2% | -11.3% |
| 3Y | +18.9% | +119.5% | -100.7% | -7.2% |
| 5Y | -62.9% | +48.2% | -111.1% | -68.2% |
| All | +34.4% | +223.4% | -189.0% | -6.9% |
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