+200.4%
B vs JD
-8.1%
+208.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | +9.4% | -13.2% | +22.6% | +11.5% |
| 3M | +5.0% | -3.2% | +8.2% | +5.2% |
| 6M | -3.5% | +15.2% | -18.8% | -5.5% |
| YTD | +4.5% | +2.0% | +2.5% | +3.9% |
| 1Y | +67.8% | -5.4% | +73.2% | +68.0% |
| All | +200.4% | -8.1% | +208.5% | +191.7% |
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 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