+128.6%
BP vs JD
-60.2%
+188.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.3% |
| 7D | +3.9% | -1.7% | +5.6% | +4.1% |
| 30D | +7.6% | -13.2% | +20.8% | +9.0% |
| 3M | +0.7% | -3.2% | +3.9% | +0.9% |
| 6M | +15.5% | +15.2% | +0.3% | +13.6% |
| YTD | +30.8% | +2.0% | +28.9% | +30.1% |
| 1Y | +34.3% | -5.4% | +39.7% | +34.3% |
| 3Y | +35.1% | -9.1% | +44.2% | +33.8% |
| All | +128.6% | -60.2% | +188.8% | +139.4% |
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