+259.0%
BNY vs JD
-62.5%
+321.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.1% | -2.6% | +1.5% | -0.8% |
| 30D | +1.4% | -15.4% | +16.8% | +3.1% |
| 3M | +16.8% | -5.0% | +21.8% | +17.2% |
| 6M | +42.0% | +0.9% | +41.1% | +41.4% |
| YTD | +41.9% | -2.5% | +44.4% | +41.7% |
| 1Y | +59.2% | -16.0% | +75.2% | +61.2% |
| 3Y | +290.9% | -8.5% | +299.5% | +283.7% |
| 5Y | +259.0% | -61.8% | +320.8% | +285.9% |
| All | +259.0% | -62.5% | +321.5% | +285.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling