+566.1%
XYZ vs JD
+29.5%
+536.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.5% |
| 7D | -2.1% | -4.0% | +1.9% | -0.4% |
| 30D | +7.0% | +2.7% | +4.4% | +5.8% |
| 3M | +5.1% | -13.0% | +18.1% | +11.2% |
| 6M | +14.1% | -12.7% | +26.8% | +19.5% |
| YTD | +26.4% | -0.8% | +27.2% | +24.3% |
| 1Y | +25.1% | -8.9% | +34.0% | +27.7% |
| 3Y | +59.7% | +17.0% | +42.7% | +26.8% |
| 5Y | -63.8% | -63.5% | -0.3% | -51.5% |
| All | +566.1% | +29.5% | +536.6% | +436.2% |
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