-37.5%
U vs JD
-57.9%
+20.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.6% |
| 7D | +4.5% | -0.8% | +5.3% | +4.8% |
| 30D | -0.6% | -16.0% | +15.5% | +7.7% |
| 3M | +48.4% | -3.2% | +51.6% | +49.9% |
| 6M | +115.4% | +6.1% | +109.3% | +105.5% |
| YTD | -3.2% | -0.1% | -3.1% | -4.5% |
| 1Y | -6.0% | -12.7% | +6.7% | -1.4% |
| 3Y | +13.5% | -6.3% | +19.8% | +4.9% |
| 5Y | -68.0% | -61.3% | -6.7% | -55.3% |
| All | -37.5% | -57.9% | +20.5% | -9.5% |
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