+206.5%
B vs JD
+50.3%
+156.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.3% |
| 7D | +4.3% | +11.7% | -7.4% | +3.4% |
| 30D | -0.9% | +8.1% | -9.0% | -1.6% |
| 3M | -1.4% | -12.0% | +10.6% | -0.4% |
| 6M | +5.0% | -3.5% | +8.5% | +5.2% |
| YTD | -5.8% | +3.3% | -9.2% | -6.2% |
| 1Y | +25.6% | -7.4% | +33.0% | +26.1% |
| 3Y | +161.6% | +16.6% | +145.0% | +155.2% |
| 5Y | +135.2% | -57.9% | +193.1% | +139.1% |
| 10Y | +170.7% | +32.6% | +138.1% | +168.9% |
| All | +206.5% | +50.3% | +156.2% | +218.2% |
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 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