-61.3%
JD vs TRU
-35.2%
-26.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.2% |
| 7D | -0.8% | -7.2% | +6.4% | +1.4% |
| 30D | -16.0% | -2.8% | -13.2% | -15.5% |
| 3M | -3.2% | +13.0% | -16.2% | -7.6% |
| 6M | +6.1% | +0.7% | +5.4% | +4.3% |
| YTD | -0.1% | -9.0% | +8.9% | +0.8% |
| 1Y | -12.7% | -16.3% | +3.6% | -9.8% |
| 3Y | -6.3% | -1.1% | -5.2% | -12.3% |
| 5Y | -61.3% | -36.0% | -25.3% | -55.9% |
| All | -61.3% | -35.2% | -26.1% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling