+911.5%
BE vs JD
-9.3%
+920.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +6.6% |
| 7D | +20.0% | -1.7% | +21.6% | +20.8% |
| 30D | +7.9% | -13.2% | +21.1% | +13.5% |
| 3M | -13.2% | -3.2% | -10.0% | -13.2% |
| 6M | +53.5% | +15.2% | +38.2% | +43.4% |
| YTD | +191.0% | +2.0% | +189.0% | +185.3% |
| 1Y | +360.5% | -5.4% | +365.9% | +364.2% |
| 3Y | +1,568.0% | -9.1% | +1,577.1% | +1,471.3% |
| 5Y | +1,055.2% | -59.6% | +1,114.8% | +1,306.1% |
| All | +911.5% | -9.3% | +920.8% | +817.6% |
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