+110.4%
BP vs JD
-63.0%
+173.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +2.6% | -4.1% | +6.7% | +3.0% |
| 30D | -6.4% | +4.6% | -11.0% | -6.8% |
| 3M | +8.0% | -4.7% | +12.8% | +8.4% |
| 6M | +6.0% | -17.4% | +23.4% | +7.7% |
| YTD | +36.5% | +0.7% | +35.8% | +35.7% |
| 1Y | +31.7% | -5.9% | +37.6% | +31.8% |
| 3Y | +48.6% | +18.9% | +29.7% | +44.4% |
| All | +110.4% | -63.0% | +173.4% | +110.9% |
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