+82.1%
BP vs JD
+44.3%
+37.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | +2.5% | -4.0% | +6.5% | +3.0% |
| 30D | -5.6% | +2.7% | -8.2% | -6.0% |
| 3M | +8.0% | -13.0% | +21.1% | +9.8% |
| 6M | +5.7% | -12.7% | +18.4% | +7.1% |
| YTD | +36.8% | -0.8% | +37.6% | +36.1% |
| 1Y | +30.7% | -8.9% | +39.6% | +31.4% |
| 3Y | +51.6% | +17.0% | +34.6% | +43.9% |
| 5Y | +112.2% | -63.5% | +175.7% | +125.5% |
| 10Y | +138.6% | +30.5% | +108.1% | +89.9% |
| All | +82.1% | +44.3% | +37.8% | +45.2% |
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