+29.4%
BAC vs JD
-7.6%
+37.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.2% |
| 7D | +1.1% | -1.7% | +2.8% | +1.3% |
| 30D | -0.4% | -13.2% | +12.8% | +0.9% |
| 3M | +16.9% | -3.2% | +20.1% | +17.2% |
| 6M | +26.6% | +15.2% | +11.4% | +22.6% |
| YTD | +15.8% | +2.0% | +13.8% | +14.8% |
| All | +29.4% | -7.6% | +37.0% | +31.3% |
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