+23.4%
BA vs JD
+29.5%
-6.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -0.6% | -4.0% | +3.5% | +0.3% |
| 30D | -8.0% | +2.7% | -10.7% | -8.6% |
| 3M | -25.8% | -13.0% | -12.8% | -23.7% |
| 6M | -27.6% | -12.7% | -14.9% | -25.8% |
| YTD | -21.0% | -0.8% | -20.2% | -21.5% |
| 1Y | -12.3% | -8.9% | -3.4% | -11.2% |
| 3Y | -12.8% | +17.0% | -29.8% | -20.7% |
| 5Y | -22.4% | -63.5% | +41.1% | -12.3% |
| All | +23.4% | +29.5% | -6.1% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling