+399.1%
BAC vs JD
+21.4%
+377.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.3% |
| 7D | +1.1% | -1.7% | +2.8% | +1.3% |
| 30D | -0.4% | -13.2% | +12.8% | +1.6% |
| 3M | +16.9% | -3.2% | +20.1% | +17.2% |
| 6M | +26.6% | +15.2% | +11.4% | +23.3% |
| YTD | +15.8% | +2.0% | +13.8% | +14.8% |
| 1Y | +27.2% | -5.4% | +32.5% | +27.2% |
| 3Y | +132.4% | -9.1% | +141.5% | +125.9% |
| 5Y | +72.6% | -59.6% | +132.2% | +82.7% |
| All | +399.1% | +21.4% | +377.7% | +304.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling