+34.4%
JD vs Z
-16.5%
+50.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -1.9% | +0.7% |
| 7D | -4.1% | +0.8% | -5.0% | -4.4% |
| 30D | +4.6% | +5.2% | -0.6% | +2.4% |
| 3M | -4.7% | -17.0% | +12.3% | -1.4% |
| 6M | -17.4% | -22.7% | +5.3% | -13.6% |
| YTD | +0.7% | -56.3% | +57.0% | +20.7% |
| 1Y | -5.9% | -57.7% | +51.8% | +13.4% |
| 3Y | +18.9% | -16.5% | +35.4% | +13.5% |
| 5Y | -62.9% | -53.4% | -9.5% | -60.6% |
| All | +34.4% | -16.5% | +50.8% | +14.5% |
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