+166.1%
B vs JD
+16.8%
+149.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +9.6% | +13.4% | -3.8% | +7.6% |
| 30D | +3.5% | +7.7% | -4.2% | +2.4% |
| 3M | -1.6% | -11.3% | +9.7% | 0.0% |
| 6M | -1.7% | -5.1% | +3.5% | -1.3% |
| YTD | -5.3% | +5.0% | -10.4% | -6.3% |
| 1Y | +27.2% | -5.6% | +32.9% | +27.5% |
| 3Y | +166.1% | +17.8% | +148.3% | +153.1% |
| All | +166.1% | +16.8% | +149.3% | +153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling