+36.9%
BX vs JD
-4.6%
+41.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -4.4% | -1.7% | -2.7% | -4.1% |
| 30D | +0.1% | -13.2% | +13.2% | +2.3% |
| 3M | +16.0% | -3.2% | +19.2% | +16.3% |
| 6M | +21.6% | +15.2% | +6.4% | +18.0% |
| YTD | -8.9% | +2.0% | -10.9% | -9.7% |
| 1Y | -16.6% | -5.4% | -11.2% | -16.5% |
| All | +36.9% | -4.6% | +41.5% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling