+116.2%
B vs JD
-61.0%
+177.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -4.3% | +4.2% | -8.6% | -4.8% |
| 3M | -2.3% | -12.8% | +10.5% | -0.9% |
| 6M | -16.2% | -8.8% | -7.4% | -15.6% |
| YTD | -8.8% | +0.5% | -9.3% | -9.1% |
| 1Y | +11.4% | -8.8% | +20.1% | +12.1% |
| 3Y | +174.3% | +18.6% | +155.7% | +164.8% |
| 5Y | +116.2% | -62.2% | +178.4% | +112.2% |
| All | +116.2% | -61.0% | +177.2% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling