+383.5%
V vs JD
+21.4%
+362.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.3% |
| 7D | -1.7% | -1.7% | 0.0% | -1.5% |
| 30D | +2.0% | -13.2% | +15.1% | +4.1% |
| 3M | +17.4% | -3.2% | +20.5% | +17.7% |
| 6M | +17.5% | +15.2% | +2.3% | +14.2% |
| YTD | +7.6% | +2.0% | +5.6% | +6.6% |
| 1Y | +7.7% | -5.4% | +13.1% | +7.7% |
| 3Y | +54.7% | -9.1% | +63.8% | +49.6% |
| 5Y | +73.0% | -59.6% | +132.7% | +84.8% |
| All | +383.5% | +21.4% | +362.1% | +251.7% |
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