+26.8%
BA vs JD
+31.1%
-4.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -7.9% | +4.2% | -12.1% | -8.8% |
| 3M | -25.2% | -12.8% | -12.4% | -23.1% |
| 6M | -26.7% | -8.8% | -18.0% | -25.7% |
| YTD | -19.6% | +0.5% | -20.1% | -20.4% |
| 1Y | -10.6% | -8.8% | -1.8% | -9.6% |
| 3Y | -11.2% | +18.6% | -29.8% | -19.6% |
| 5Y | -20.4% | -62.2% | +41.8% | -10.9% |
| 10Y | +26.8% | +32.2% | -5.5% | +3.8% |
| All | +26.8% | +31.1% | -4.3% | +3.8% |
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