+76.9%
BP vs JD
+52.8%
+24.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -11.6% | +13.4% | -25.0% | -13.1% |
| 30D | 0.0% | +7.7% | -7.7% | -1.0% |
| 3M | +6.7% | -11.3% | +18.0% | +8.2% |
| 6M | +2.2% | -5.1% | +7.3% | +2.5% |
| YTD | +33.0% | +5.0% | +27.9% | +31.3% |
| 1Y | +30.7% | -5.6% | +36.4% | +30.8% |
| 3Y | +44.2% | +17.8% | +26.4% | +36.8% |
| 5Y | +105.1% | -57.2% | +162.3% | +112.6% |
| 10Y | +133.5% | +34.8% | +98.7% | +85.1% |
| All | +76.9% | +52.8% | +24.2% | +40.1% |
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 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