+50.3%
O vs JD
+18.8%
+31.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | -2.0% | -16.0% | +14.1% | -0.7% |
| 3M | +3.0% | -3.2% | +6.2% | +3.2% |
| 6M | -3.6% | +6.1% | -9.7% | -4.3% |
| YTD | +12.1% | -0.1% | +12.2% | +11.7% |
| 1Y | +8.9% | -12.7% | +21.6% | +9.6% |
| 3Y | +30.3% | -6.3% | +36.6% | +28.0% |
| 5Y | +13.7% | -61.3% | +75.1% | +17.1% |
| 10Y | +50.3% | +17.6% | +32.7% | +31.8% |
| All | +50.3% | +18.8% | +31.5% | +31.8% |
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