+25.1%
BIL vs JD
+48.3%
-23.2%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | 0.0% |
| 7D | +0.1% | -1.7% | +1.8% | +0.1% |
| 30D | +0.3% | -13.2% | +13.5% | +0.3% |
| 3M | +0.9% | -3.2% | +4.1% | +0.9% |
| 6M | +1.8% | +15.2% | -13.4% | +1.8% |
| YTD | +2.4% | +2.0% | +0.5% | +2.4% |
| 1Y | +3.7% | -5.4% | +9.1% | +3.7% |
| 3Y | +14.2% | -9.1% | +23.3% | +14.2% |
| 5Y | +19.4% | -59.6% | +79.0% | +19.4% |
| 10Y | +25.2% | +26.2% | -1.0% | +25.2% |
| All | +25.1% | +48.3% | -23.2% | +25.2% |
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