+30.5%
JD vs Z
-14.9%
+45.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +2.3% |
| 7D | +13.4% | -4.6% | +17.9% | +14.2% |
| 30D | +7.7% | +8.3% | -0.6% | +4.6% |
| 3M | -11.3% | -11.6% | +0.3% | -9.8% |
| 6M | -5.1% | -33.6% | +28.5% | +3.2% |
| YTD | +5.0% | -56.7% | +61.7% | +26.2% |
| 1Y | -5.6% | -59.1% | +53.5% | +14.9% |
| 3Y | +17.8% | -20.4% | +38.1% | +14.0% |
| 5Y | -57.2% | -55.3% | -1.9% | -54.0% |
| All | +30.5% | -14.9% | +45.4% | +11.0% |
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