+640.3%
BX vs JD
+48.9%
+591.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.4% |
| 7D | +3.3% | +7.9% | -4.7% | +1.4% |
| 30D | +9.6% | +4.8% | +4.8% | +8.3% |
| 3M | -8.7% | -13.9% | +5.2% | -5.7% |
| 6M | +2.2% | -5.8% | +8.0% | +3.0% |
| YTD | -16.2% | +2.4% | -18.6% | -17.3% |
| 1Y | -11.5% | -7.5% | -3.9% | -10.6% |
| 3Y | +41.0% | +20.9% | +20.1% | +26.4% |
| 5Y | +1.1% | -58.0% | +59.1% | +10.2% |
| 10Y | +710.1% | +28.9% | +681.2% | +514.3% |
| All | +640.3% | +48.9% | +591.4% | +457.5% |
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