+631.3%
BX vs JD
+48.6%
+582.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.7% | +5.2% | -1.5% | +2.4% |
| 30D | +8.2% | +4.5% | +3.7% | +7.0% |
| 3M | -12.7% | -15.4% | +2.7% | -9.5% |
| 6M | +1.0% | -6.0% | +7.0% | +1.8% |
| YTD | -17.2% | +2.2% | -19.4% | -18.3% |
| 1Y | -11.6% | -6.7% | -4.9% | -10.9% |
| 3Y | +36.8% | +20.5% | +16.2% | +22.7% |
| 5Y | +4.8% | -58.4% | +63.2% | +14.5% |
| 10Y | +672.8% | +32.5% | +640.3% | +482.8% |
| All | +631.3% | +48.6% | +582.7% | +451.0% |
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 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