-22.1%
BA vs JD
-58.0%
+35.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | +1.1% | +13.4% | -12.3% | -1.2% |
| 30D | -7.9% | +7.7% | -15.6% | -9.2% |
| 3M | -25.3% | -11.3% | -14.0% | -23.8% |
| 6M | -24.6% | -5.1% | -19.4% | -24.2% |
| YTD | -20.1% | +5.0% | -25.2% | -21.4% |
| 1Y | -11.8% | -5.6% | -6.1% | -11.4% |
| 3Y | -10.1% | +17.8% | -27.9% | -16.7% |
| All | -22.1% | -58.0% | +35.8% | -17.7% |
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