+34.3%
BP vs JD
-5.6%
+40.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.4% |
| 7D | +3.9% | -1.7% | +5.6% | +4.1% |
| 30D | +7.6% | -13.2% | +20.8% | +8.7% |
| 3M | +0.7% | -3.2% | +3.9% | +0.9% |
| 6M | +15.5% | +15.2% | +0.3% | +13.5% |
| YTD | +30.8% | +2.0% | +28.9% | +29.3% |
| 1Y | +34.3% | -5.4% | +39.7% | +34.6% |
| All | +34.3% | -5.6% | +40.0% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling