-5.3%
BAC vs JD
-7.3%
+2.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -1.2% | +13.4% | -14.5% | -2.0% |
| 30D | -7.7% | +7.7% | -15.4% | -8.1% |
| 3M | -21.2% | -11.3% | -9.9% | -20.5% |
| 6M | -6.8% | -5.1% | -1.7% | -6.6% |
| YTD | -8.7% | +5.0% | -13.7% | -9.3% |
| 1Y | -5.3% | -5.6% | +0.4% | -3.5% |
| All | -5.3% | -7.3% | +2.0% | -3.5% |
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