+64.7%
BLK vs JD
-8.1%
+72.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.3% | -1.8% |
| 7D | -2.7% | -3.0% | +0.3% | -2.2% |
| 30D | -4.8% | -19.3% | +14.6% | -1.8% |
| 3M | +6.5% | -6.0% | +12.5% | +7.2% |
| 6M | +13.1% | +1.8% | +11.4% | +12.4% |
| YTD | +1.8% | -2.6% | +4.4% | +1.7% |
| 1Y | -1.0% | -17.4% | +16.5% | +1.2% |
| All | +64.7% | -8.1% | +72.8% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling