-60.7%
JD vs S
-51.5%
-9.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.0% | 0.0% |
| 7D | -4.0% | +4.1% | -8.1% | -4.9% |
| 30D | +2.7% | -7.2% | +9.8% | +3.5% |
| 3M | -13.0% | 0.0% | -13.0% | -14.5% |
| 6M | -12.7% | +41.6% | -54.3% | -21.1% |
| YTD | -0.8% | +48.6% | -49.4% | -12.3% |
| 1Y | -8.9% | +30.0% | -38.9% | -17.4% |
| 3Y | +17.0% | +42.2% | -25.1% | -3.7% |
| 5Y | -63.5% | -70.8% | +7.3% | -61.5% |
| All | -60.7% | -51.5% | -9.1% | -58.7% |
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