+58.8%
T vs JD
+26.7%
+32.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +2.6% | +5.2% | -2.6% | +2.2% |
| 30D | -1.1% | +4.5% | -5.6% | -1.4% |
| 3M | -7.7% | -15.4% | +7.7% | -6.8% |
| 6M | -10.6% | -6.0% | -4.6% | -10.4% |
| YTD | -7.5% | +2.2% | -9.6% | -7.8% |
| 1Y | -7.4% | -6.7% | -0.8% | -7.3% |
| 3Y | +63.1% | +20.5% | +42.5% | +56.8% |
| 5Y | +55.2% | -58.4% | +113.6% | +59.0% |
| 10Y | +58.8% | +32.5% | +26.3% | +32.2% |
| All | +58.8% | +26.7% | +32.1% | +32.2% |
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