+240.0%
B vs JD
+48.3%
+191.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | +9.4% | -13.2% | +22.6% | +10.6% |
| 3M | +5.0% | -3.2% | +8.2% | +5.2% |
| 6M | -3.5% | +15.2% | -18.8% | -4.7% |
| YTD | +4.5% | +2.0% | +2.5% | +4.2% |
| 1Y | +67.8% | -5.4% | +73.2% | +68.1% |
| 3Y | +196.7% | -9.1% | +205.8% | +193.9% |
| 5Y | +151.9% | -59.6% | +211.5% | +156.6% |
| 10Y | +202.2% | +26.2% | +175.9% | +200.1% |
| All | +240.0% | +48.3% | +191.7% | +253.5% |
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