+750.0%
ASX vs JD
+50.3%
+699.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +3.3% | -24.0% | -21.5% |
| 7D | -33.3% | +11.7% | -45.0% | -35.1% |
| 30D | -36.5% | +8.1% | -44.5% | -37.8% |
| 3M | -19.2% | -12.0% | -7.2% | -17.4% |
| 6M | -10.2% | -3.5% | -6.7% | -10.6% |
| YTD | +86.5% | +3.3% | +83.1% | +82.6% |
| 1Y | +89.6% | -7.4% | +97.1% | +90.4% |
| 3Y | +298.6% | +16.6% | +282.0% | +264.2% |
| 5Y | +414.3% | -57.9% | +472.1% | +455.6% |
| 10Y | +711.1% | +32.6% | +678.5% | +543.2% |
| All | +750.0% | +50.3% | +699.7% | +548.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling