+886.2%
TER vs JD
+31.9%
+854.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.1% |
| 7D | -20.5% | +13.4% | -33.8% | -23.6% |
| 30D | -47.0% | +7.7% | -54.7% | -48.4% |
| 3M | -43.3% | -11.3% | -32.0% | -41.7% |
| 6M | -42.9% | -5.1% | -37.8% | -42.9% |
| YTD | +12.9% | +5.0% | +7.8% | +9.1% |
| 1Y | +18.2% | -5.6% | +23.8% | +18.1% |
| 3Y | +151.8% | +17.8% | +134.0% | +119.7% |
| 5Y | +54.2% | -57.2% | +111.4% | +72.4% |
| All | +886.2% | +31.9% | +854.2% | +637.4% |
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