+32.3%
JD vs TRU
+182.8%
-150.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -4.0% | -2.2% | -1.8% | -3.3% |
| 30D | +2.7% | +20.2% | -17.5% | -4.2% |
| 3M | -13.0% | +2.2% | -15.3% | -14.6% |
| 6M | -12.7% | +17.6% | -30.3% | -19.3% |
| YTD | -0.8% | -5.0% | +4.1% | -2.3% |
| 1Y | -8.9% | -1.0% | -7.9% | -11.9% |
| 3Y | +17.0% | +56.5% | -39.5% | -11.2% |
| 5Y | -63.5% | -26.2% | -37.3% | -63.1% |
| All | +32.3% | +182.8% | -150.4% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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