+17.6%
JD vs USFR
+28.1%
-10.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.0% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -16.0% | +0.3% | -16.4% | -15.9% |
| 3M | -3.2% | +1.0% | -4.2% | -2.7% |
| 6M | +6.1% | +1.9% | +4.1% | +7.0% |
| YTD | -0.1% | +2.7% | -2.8% | +1.1% |
| 1Y | -12.7% | +4.0% | -16.8% | -11.3% |
| 3Y | -6.3% | +14.0% | -20.3% | -1.4% |
| 5Y | -61.3% | +20.4% | -81.8% | -58.4% |
| 10Y | +17.6% | +28.1% | -10.4% | +30.8% |
| All | +17.6% | +28.1% | -10.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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