-59.4%
JD vs S
-48.9%
-10.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.0% | -10.5% | -4.1% |
| 7D | +7.9% | +1.6% | +6.4% | +7.3% |
| 30D | +4.8% | -10.5% | +15.2% | +6.5% |
| 3M | -13.9% | +9.9% | -23.8% | -17.0% |
| 6M | -5.8% | +41.8% | -47.6% | -14.8% |
| YTD | +2.4% | +56.8% | -54.4% | -10.4% |
| 1Y | -7.5% | +39.0% | -46.6% | -17.3% |
| 3Y | +20.9% | +53.8% | -32.9% | -2.3% |
| 5Y | -58.0% | -68.6% | +10.5% | -56.3% |
| All | -59.4% | -48.9% | -10.5% | -57.8% |
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