+127.0%
BP vs JD
+26.7%
+100.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -6.3% | +5.2% | -11.5% | -7.0% |
| 30D | -3.6% | +4.5% | -8.1% | -4.2% |
| 3M | +5.2% | -15.4% | +20.7% | +7.3% |
| 6M | +5.3% | -6.0% | +11.4% | +5.8% |
| YTD | +33.1% | +2.2% | +31.0% | +31.9% |
| 1Y | +26.3% | -6.7% | +32.9% | +26.6% |
| 3Y | +47.5% | +20.5% | +27.0% | +39.8% |
| 5Y | +106.2% | -58.4% | +164.6% | +115.0% |
| 10Y | +127.0% | +32.5% | +94.5% | +80.1% |
| All | +127.0% | +26.7% | +100.2% | +80.1% |
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