-3.4%
BAC vs JD
-6.7%
+3.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.4% |
| 7D | +2.0% | +7.9% | -5.9% | +1.4% |
| 30D | -6.9% | +4.8% | -11.7% | -7.3% |
| 3M | -19.6% | -13.9% | -5.6% | -18.8% |
| 6M | -0.5% | -5.8% | +5.3% | -0.4% |
| YTD | -6.6% | +2.4% | -9.0% | -7.1% |
| All | -3.4% | -6.7% | +3.3% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling