+31.8%
BA vs JD
+31.9%
-0.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | +1.1% | +13.4% | -12.3% | -1.7% |
| 30D | -7.9% | +7.7% | -15.6% | -9.5% |
| 3M | -25.3% | -11.3% | -14.0% | -23.5% |
| 6M | -24.6% | -5.1% | -19.4% | -24.1% |
| YTD | -20.1% | +5.0% | -25.2% | -21.6% |
| 1Y | -11.8% | -5.6% | -6.1% | -11.4% |
| 3Y | -10.1% | +17.8% | -27.9% | -18.3% |
| 5Y | -22.7% | -57.2% | +34.4% | -16.3% |
| All | +31.8% | +31.9% | -0.2% | +8.0% |
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