-23.1%
BA vs JD
-59.1%
+35.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -3.1% |
| 7D | -0.1% | +11.7% | -11.8% | -2.1% |
| 30D | -9.1% | +8.1% | -17.2% | -10.5% |
| 3M | -28.2% | -12.0% | -16.2% | -26.7% |
| 6M | -23.1% | -3.5% | -19.6% | -23.0% |
| YTD | -20.6% | +3.3% | -23.9% | -21.6% |
| 1Y | -12.7% | -7.4% | -5.3% | -12.1% |
| 3Y | -11.6% | +16.6% | -28.2% | -17.9% |
| 5Y | -23.1% | -57.9% | +34.7% | -18.6% |
| All | -23.1% | -59.1% | +35.9% | -18.6% |
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