+73.5%
BA vs JD
+25.4%
+48.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.4% |
| 7D | +1.2% | -1.7% | +2.8% | +1.5% |
| 30D | -11.6% | -13.2% | +1.5% | -9.0% |
| 3M | -2.4% | -3.2% | +0.8% | -2.0% |
| 6M | -6.6% | +15.2% | -21.9% | -10.0% |
| YTD | -2.2% | +2.0% | -4.2% | -3.3% |
| 1Y | -8.0% | -5.4% | -2.6% | -7.8% |
| 3Y | -5.0% | -9.1% | +4.1% | -8.3% |
| 5Y | -2.7% | -59.6% | +56.9% | +6.6% |
| All | +73.5% | +25.4% | +48.1% | +40.0% |
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