+704.9%
BX vs JD
+48.3%
+656.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | -4.4% | -1.7% | -2.7% | -4.0% |
| 30D | +0.1% | -13.2% | +13.2% | +3.2% |
| 3M | +16.0% | -3.2% | +19.2% | +16.6% |
| 6M | +21.6% | +15.2% | +6.4% | +16.8% |
| YTD | -8.9% | +2.0% | -10.9% | -9.9% |
| 1Y | -16.6% | -5.4% | -11.2% | -16.4% |
| 3Y | +43.3% | -9.1% | +52.4% | +37.9% |
| 5Y | +25.7% | -59.6% | +85.3% | +38.0% |
| 10Y | +689.5% | +26.2% | +663.3% | +501.3% |
| All | +704.9% | +48.3% | +656.6% | +507.4% |
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