+333.0%
BAC vs JD
+52.8%
+280.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.2% | +13.4% | -14.5% | -3.1% |
| 30D | -7.7% | +7.7% | -15.4% | -8.8% |
| 3M | -21.2% | -11.3% | -9.9% | -19.8% |
| 6M | -6.8% | -5.1% | -1.7% | -6.5% |
| YTD | -8.7% | +5.0% | -13.7% | -10.0% |
| 1Y | -5.3% | -5.6% | +0.4% | -5.1% |
| 3Y | +87.4% | +17.8% | +69.7% | +74.2% |
| 5Y | +18.9% | -57.2% | +76.1% | +24.5% |
| 10Y | +273.3% | +34.8% | +238.5% | +184.3% |
| All | +333.0% | +52.8% | +280.3% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling