+307.3%
SPY vs JD
+31.7%
+275.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.7% |
| 7D | +0.1% | +7.9% | -7.8% | -1.1% |
| 30D | -3.3% | +4.8% | -8.1% | -4.1% |
| 3M | -2.4% | -13.9% | +11.5% | -0.4% |
| 6M | +2.6% | -5.8% | +8.4% | +3.1% |
| YTD | +11.2% | +2.4% | +8.8% | +10.2% |
| 1Y | +13.4% | -7.5% | +20.9% | +14.0% |
| 3Y | +79.9% | +20.9% | +59.0% | +67.5% |
| 5Y | +72.2% | -58.0% | +130.2% | +81.6% |
| 10Y | +307.3% | +28.9% | +278.4% | +228.9% |
| All | +307.3% | +31.7% | +275.7% | +228.9% |
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