+1,537.1%
SOXX vs JD
+20.6%
+1,516.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.4% | -4.2% | +5.6% | +2.6% |
| 30D | -3.6% | -14.4% | +10.8% | +0.6% |
| 3M | -10.2% | -3.6% | -6.6% | -9.8% |
| 6M | +54.2% | -0.3% | +54.5% | +52.8% |
| YTD | +75.2% | -2.4% | +77.6% | +74.4% |
| 1Y | +107.5% | -18.5% | +126.0% | +117.5% |
| 3Y | +226.8% | -7.0% | +233.8% | +210.7% |
| 5Y | +251.2% | -61.7% | +312.9% | +304.7% |
| All | +1,537.1% | +20.6% | +1,516.5% | +1,094.1% |
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