+532.2%
BNY vs JD
+45.3%
+487.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.9% |
| 7D | +1.5% | -0.8% | +2.2% | +1.6% |
| 30D | +3.3% | -16.0% | +19.4% | +5.6% |
| 3M | +15.3% | -3.2% | +18.5% | +15.6% |
| 6M | +42.5% | +6.1% | +36.4% | +40.8% |
| YTD | +42.0% | -0.1% | +42.1% | +41.4% |
| 1Y | +59.3% | -12.7% | +72.0% | +61.0% |
| 3Y | +291.2% | -6.3% | +297.5% | +280.3% |
| 5Y | +252.1% | -61.3% | +313.4% | +271.1% |
| 10Y | +407.1% | +17.6% | +389.5% | +310.4% |
| All | +532.2% | +45.3% | +487.0% | +401.8% |
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