-10.6%
BA vs JD
-9.8%
-0.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.6% |
| 7D | +5.9% | +9.0% | -3.1% | +4.3% |
| 30D | -8.2% | +5.2% | -13.4% | -9.0% |
| 3M | -25.4% | -15.9% | -9.5% | -22.8% |
| 6M | -20.0% | -7.7% | -12.3% | -18.7% |
| YTD | -18.5% | +0.1% | -18.5% | -20.6% |
| 1Y | -10.6% | -9.7% | -0.9% | -8.2% |
| All | -10.6% | -9.8% | -0.8% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling