-22.4%
BX vs JD
-15.3%
-7.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -3.2% |
| 7D | -5.7% | -3.0% | -2.7% | -5.1% |
| 30D | -8.9% | -19.3% | +10.4% | -5.1% |
| 3M | +8.4% | -6.0% | +14.4% | +8.6% |
| 6M | +18.9% | +1.8% | +17.1% | +16.4% |
| YTD | -13.6% | -2.6% | -11.1% | -14.2% |
| 1Y | -22.4% | -17.4% | -5.0% | -21.6% |
| All | -22.4% | -15.3% | -7.1% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling