+1,057.8%
TER vs JD
+29.5%
+1,028.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | +24.0% | -4.0% | +28.0% | +25.3% |
| 30D | -30.6% | +2.7% | -33.3% | -31.6% |
| 3M | -34.5% | -13.0% | -21.5% | -32.3% |
| 6M | -26.4% | -12.7% | -13.7% | -24.5% |
| YTD | +36.4% | -0.8% | +37.2% | +33.9% |
| 1Y | +47.4% | -8.9% | +56.3% | +48.6% |
| 3Y | +202.6% | +17.0% | +185.5% | +163.6% |
| 5Y | +83.9% | -63.5% | +147.4% | +118.0% |
| All | +1,057.8% | +29.5% | +1,028.3% | +767.1% |
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