-26.3%
U vs JD
-57.0%
+30.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +24.4% | +5.2% | +19.2% | +21.6% |
| 30D | +7.4% | +4.5% | +2.9% | +5.3% |
| 3M | +16.8% | -15.4% | +32.2% | +26.4% |
| 6M | +78.8% | -6.0% | +84.8% | +82.4% |
| YTD | +14.0% | +2.2% | +11.8% | +11.5% |
| 1Y | +16.7% | -6.7% | +23.4% | +19.3% |
| 3Y | +86.4% | +20.5% | +65.8% | +50.4% |
| 5Y | -71.5% | -58.4% | -13.0% | -61.1% |
| All | -26.3% | -57.0% | +30.6% | +5.6% |
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