+22.7%
C vs JD
-6.7%
+29.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.6% |
| 7D | -0.9% | +7.9% | -8.8% | -1.5% |
| 30D | -5.4% | +4.8% | -10.2% | -5.8% |
| 3M | -9.2% | -13.9% | +4.8% | -7.9% |
| 6M | -1.8% | -5.8% | +4.0% | -1.7% |
| YTD | +6.7% | +2.4% | +4.3% | +5.0% |
| All | +22.7% | -6.7% | +29.3% | +22.6% |
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