+251.7%
BAC vs JD
+31.7%
+220.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.7% |
| 7D | +2.0% | +7.9% | -5.9% | +0.8% |
| 30D | -6.9% | +4.8% | -11.7% | -7.6% |
| 3M | -19.6% | -13.9% | -5.6% | -17.9% |
| 6M | -0.5% | -5.8% | +5.3% | 0.0% |
| YTD | -6.6% | +2.4% | -9.0% | -7.6% |
| 1Y | -3.0% | -7.5% | +4.6% | -2.5% |
| 3Y | +97.3% | +20.9% | +76.4% | +83.0% |
| 5Y | +21.9% | -58.0% | +79.9% | +28.2% |
| 10Y | +251.7% | +28.9% | +222.8% | +190.9% |
| All | +251.7% | +31.7% | +220.0% | +190.9% |
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