+23.0%
C vs JD
-6.9%
+29.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -0.4% | +5.2% | -5.6% | -0.7% |
| 30D | -5.2% | +4.5% | -9.7% | -5.5% |
| 3M | -9.1% | -15.4% | +6.3% | -7.6% |
| 6M | -1.6% | -6.0% | +4.5% | -1.5% |
| YTD | +6.9% | +2.2% | +4.8% | +5.2% |
| 1Y | +23.0% | -6.7% | +29.6% | +22.9% |
| All | +23.0% | -6.9% | +29.9% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling