-11.8%
BA vs JD
-7.3%
-4.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | +1.1% | +13.4% | -12.3% | -1.1% |
| 30D | -7.9% | +7.7% | -15.6% | -9.1% |
| 3M | -25.3% | -11.3% | -14.0% | -23.5% |
| 6M | -24.6% | -5.1% | -19.4% | -23.4% |
| YTD | -20.1% | +5.0% | -25.2% | -22.9% |
| 1Y | -11.8% | -5.6% | -6.1% | -9.8% |
| All | -11.8% | -7.3% | -4.5% | -9.8% |
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 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