+295.2%
SCHW vs JD
+20.5%
+274.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.8% | -2.6% | -0.2% | -2.4% |
| 30D | -0.1% | -15.4% | +15.3% | +2.4% |
| 3M | +20.6% | -5.0% | +25.6% | +21.3% |
| 6M | +15.9% | +0.9% | +15.0% | +15.4% |
| YTD | +8.5% | -2.5% | +11.0% | +8.4% |
| 1Y | +17.8% | -16.0% | +33.9% | +20.1% |
| 3Y | +88.5% | -8.5% | +97.1% | +82.5% |
| 5Y | +60.6% | -61.8% | +122.4% | +71.2% |
| All | +295.2% | +20.5% | +274.7% | +202.9% |
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