-58.4%
JD vs S
-52.7%
-5.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | +13.4% | -13.4% | +26.8% | +16.4% |
| 30D | +7.7% | -14.0% | +21.7% | +10.4% |
| 3M | -11.3% | +4.9% | -16.1% | -13.6% |
| 6M | -5.1% | +42.0% | -47.2% | -14.3% |
| YTD | +5.0% | +45.1% | -40.1% | -6.6% |
| 1Y | -5.6% | +33.1% | -38.7% | -14.8% |
| 3Y | +17.8% | +40.6% | -22.9% | -2.9% |
| 5Y | -57.2% | -67.5% | +10.3% | -55.1% |
| All | -58.4% | -52.7% | -5.7% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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