+32.2%
JD vs Z
-14.8%
+47.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | +0.4% | -13.1% | +13.5% | +3.6% |
| 30D | +4.2% | +5.9% | -1.6% | +1.9% |
| 3M | -12.8% | -13.7% | +0.9% | -10.8% |
| 6M | -8.8% | -27.1% | +18.3% | -3.2% |
| YTD | +0.5% | -56.8% | +57.3% | +20.7% |
| 1Y | -8.8% | -60.2% | +51.5% | +11.8% |
| 3Y | +18.6% | -19.7% | +38.3% | +14.4% |
| 5Y | -62.2% | -53.7% | -8.6% | -59.8% |
| 10Y | +32.2% | -16.9% | +49.1% | +12.9% |
| All | +32.2% | -14.8% | +47.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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