+405.4%
BLK vs JD
+48.3%
+357.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | -3.6% | -1.7% | -2.0% | -3.3% |
| 30D | -1.0% | -13.2% | +12.2% | +1.5% |
| 3M | +10.4% | -3.2% | +13.6% | +10.8% |
| 6M | +8.2% | +15.2% | -7.1% | +4.8% |
| YTD | +6.0% | +2.0% | +4.1% | +5.0% |
| 1Y | +3.3% | -5.4% | +8.7% | +3.5% |
| 3Y | +70.3% | -9.1% | +79.4% | +65.4% |
| 5Y | +34.5% | -59.6% | +94.1% | +43.8% |
| 10Y | +281.9% | +26.2% | +255.7% | +198.0% |
| All | +405.4% | +48.3% | +357.1% | +289.9% |
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