+428.8%
MAR vs JD
+20.4%
+408.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.2% |
| 7D | -0.5% | -3.0% | +2.5% | 0.0% |
| 30D | -4.7% | -19.3% | +14.7% | -1.2% |
| 3M | -15.6% | -6.0% | -9.6% | -14.9% |
| 6M | +1.2% | +1.8% | -0.6% | +0.4% |
| YTD | +7.5% | -2.6% | +10.1% | +7.3% |
| 1Y | +26.6% | -17.4% | +44.1% | +29.7% |
| 3Y | +66.0% | -8.6% | +74.6% | +60.6% |
| 5Y | +154.1% | -61.6% | +215.7% | +174.4% |
| All | +428.8% | +20.4% | +408.4% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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