-26.4%
BA vs JD
-63.0%
+36.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.3% |
| 7D | -1.1% | -4.1% | +3.0% | -0.4% |
| 30D | -7.1% | +4.6% | -11.7% | -8.0% |
| 3M | -25.5% | -4.7% | -20.8% | -25.0% |
| 6M | -28.7% | -17.4% | -11.4% | -26.5% |
| YTD | -21.0% | +0.7% | -21.7% | -21.7% |
| 1Y | -11.9% | -5.9% | -6.0% | -11.5% |
| 3Y | -16.2% | +18.9% | -35.0% | -22.5% |
| All | -26.4% | -63.0% | +36.6% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling