-26.6%
U vs JD
-58.2%
+31.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | +2.8% | -4.0% | +6.8% | +4.9% |
| 30D | +7.6% | +2.7% | +5.0% | +6.5% |
| 3M | +12.7% | -13.0% | +25.7% | +20.5% |
| 6M | +87.0% | -12.7% | +99.7% | +98.0% |
| YTD | +13.6% | -0.8% | +14.4% | +12.7% |
| 1Y | +25.3% | -8.9% | +34.2% | +29.6% |
| 3Y | +85.8% | +17.0% | +68.7% | +52.1% |
| 5Y | -74.5% | -63.5% | -11.0% | -63.2% |
| All | -26.6% | -58.2% | +31.6% | +6.8% |
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