-60.2%
JD vs S
-48.3%
-11.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | +0.4% | +1.2% | -0.8% | -0.1% |
| 30D | +4.2% | -7.3% | +11.6% | +5.2% |
| 3M | -12.8% | +5.9% | -18.6% | -15.2% |
| 6M | -8.8% | +45.6% | -54.4% | -17.9% |
| YTD | +0.5% | +58.5% | -58.0% | -12.3% |
| 1Y | -8.8% | +37.6% | -46.4% | -18.1% |
| 3Y | +18.6% | +51.7% | -33.1% | -3.7% |
| 5Y | -62.2% | -67.5% | +5.2% | -60.8% |
| All | -60.2% | -48.3% | -11.9% | -58.6% |
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