+62.5%
T vs JD
+29.5%
+33.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +1.6% | -4.0% | +5.7% | +1.9% |
| 30D | -2.9% | +2.7% | -5.6% | -3.1% |
| 3M | -7.5% | -13.0% | +5.5% | -6.7% |
| 6M | -9.9% | -12.7% | +2.8% | -9.3% |
| YTD | -6.4% | -0.8% | -5.6% | -6.7% |
| 1Y | -9.4% | -8.9% | -0.5% | -9.1% |
| 3Y | +64.9% | +17.0% | +47.8% | +58.9% |
| 5Y | +57.0% | -63.5% | +120.4% | +63.0% |
| All | +62.5% | +29.5% | +33.0% | +36.4% |
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