-100.0%
BJDX vs SPY
+76.4%
-176.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | -32.9% | +0.1% | -33.0% | -32.9% |
| 3M | -84.3% | +2.0% | -86.3% | -84.6% |
| 6M | -57.3% | +13.0% | -70.3% | -60.6% |
| YTD | -68.8% | +13.5% | -82.4% | -71.2% |
| 1Y | -85.2% | +20.0% | -105.2% | -86.8% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| All | -100.0% | +76.4% | -176.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling