+41.0%
BX vs JD
+18.5%
+22.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.2% |
| 7D | +3.3% | +7.9% | -4.7% | +2.0% |
| 30D | +9.6% | +4.8% | +4.8% | +8.7% |
| 3M | -8.7% | -13.9% | +5.2% | -6.7% |
| 6M | +2.2% | -5.8% | +8.0% | +2.6% |
| YTD | -16.2% | +2.4% | -18.6% | -17.0% |
| 1Y | -11.5% | -7.5% | -3.9% | -11.1% |
| 3Y | +41.0% | +20.9% | +20.1% | +38.0% |
| All | +41.0% | +18.5% | +22.5% | +38.0% |
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