+304.8%
SPY vs JD
+26.7%
+278.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -0.6% | +5.2% | -5.8% | -1.4% |
| 30D | -3.7% | +4.5% | -8.2% | -4.4% |
| 3M | -2.7% | -15.4% | +12.7% | -0.5% |
| 6M | +2.2% | -6.0% | +8.2% | +2.7% |
| YTD | +10.8% | +2.2% | +8.7% | +9.8% |
| 1Y | +11.2% | -6.7% | +17.9% | +11.7% |
| 3Y | +76.5% | +20.5% | +56.0% | +64.4% |
| 5Y | +72.9% | -58.4% | +131.4% | +82.8% |
| 10Y | +304.8% | +32.5% | +272.3% | +225.6% |
| All | +304.8% | +26.7% | +278.1% | +225.6% |
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