-0.9%
BA vs JD
-60.2%
+59.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.5% |
| 7D | +1.2% | -1.7% | +2.8% | +1.5% |
| 30D | -11.6% | -13.2% | +1.5% | -9.5% |
| 3M | -2.4% | -3.2% | +0.8% | -2.1% |
| 6M | -6.6% | +15.2% | -21.9% | -9.4% |
| YTD | -2.2% | +2.0% | -4.2% | -3.1% |
| 1Y | -8.0% | -5.4% | -2.6% | -7.8% |
| 3Y | -5.0% | -9.1% | +4.1% | -7.3% |
| All | -0.9% | -60.2% | +59.3% | +5.6% |
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