+593.0%
BE vs JD
-6.6%
+599.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +2.8% |
| 7D | -14.7% | +13.4% | -28.1% | -19.0% |
| 30D | -40.5% | +7.7% | -48.2% | -42.4% |
| 3M | -24.3% | -11.3% | -13.1% | -21.6% |
| 6M | -39.3% | -5.1% | -34.2% | -39.2% |
| YTD | +99.4% | +5.0% | +94.3% | +92.0% |
| 1Y | +26.6% | -5.6% | +32.2% | +27.2% |
| 3Y | +1,616.9% | +17.8% | +1,599.2% | +1,344.6% |
| 5Y | +441.4% | -57.2% | +498.5% | +540.3% |
| All | +593.0% | -6.6% | +599.6% | +517.5% |
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 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