+65.3%
T vs JD
+18.8%
+46.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | -0.2% |
| 7D | -1.5% | -0.8% | -0.7% | -1.5% |
| 30D | +7.6% | -16.0% | +23.7% | +8.7% |
| 3M | +15.3% | -3.2% | +18.5% | +15.4% |
| 6M | -8.5% | +6.1% | -14.5% | -9.0% |
| YTD | +6.8% | -0.1% | +6.9% | +6.5% |
| 1Y | -7.2% | -12.7% | +5.5% | -6.8% |
| 3Y | +108.2% | -6.3% | +114.6% | +104.4% |
| 5Y | +66.1% | -61.3% | +127.4% | +71.1% |
| 10Y | +65.3% | +17.6% | +47.7% | +36.9% |
| All | +65.3% | +18.8% | +46.5% | +36.9% |
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