-82.6%
BJDX vs SPY
+17.2%
-99.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | +19.0% | -2.0% | +20.9% | +20.6% |
| 30D | -5.6% | -1.7% | -4.0% | -4.5% |
| 3M | -77.5% | +4.7% | -82.2% | -78.5% |
| 6M | -47.4% | +12.5% | -59.9% | -51.7% |
| YTD | -62.1% | +11.7% | -73.9% | -64.9% |
| 1Y | -82.6% | +17.5% | -100.1% | -76.5% |
| All | -82.6% | +17.2% | -99.8% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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