+406.7%
BNY vs JD
+20.6%
+386.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.3% | -4.2% | +2.9% | -0.8% |
| 30D | -0.2% | -14.4% | +14.2% | +1.7% |
| 3M | +14.9% | -3.6% | +18.5% | +15.2% |
| 6M | +40.0% | -0.3% | +40.3% | +39.5% |
| YTD | +42.0% | -2.4% | +44.3% | +41.7% |
| 1Y | +56.9% | -18.5% | +75.4% | +59.8% |
| 3Y | +289.9% | -7.0% | +296.9% | +279.8% |
| 5Y | +259.2% | -61.7% | +320.9% | +279.3% |
| All | +406.7% | +20.6% | +386.1% | +320.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling