+311.5%
SPY vs JD
+18.8%
+292.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.2% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | -0.9% | -16.0% | +15.1% | +1.6% |
| 3M | +3.9% | -3.2% | +7.1% | +4.2% |
| 6M | +14.5% | +6.1% | +8.5% | +13.0% |
| YTD | +12.9% | -0.1% | +13.0% | +12.4% |
| 1Y | +19.4% | -12.7% | +32.1% | +21.0% |
| 3Y | +78.5% | -6.3% | +84.8% | +73.0% |
| 5Y | +81.8% | -61.3% | +143.1% | +94.4% |
| 10Y | +311.5% | +17.6% | +293.9% | +231.6% |
| All | +311.5% | +18.8% | +292.8% | +231.6% |
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