+265.0%
C vs JD
-8.1%
+273.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +3.6% | -1.7% | +5.3% | +3.9% |
| 30D | +0.1% | -13.2% | +13.2% | +2.0% |
| 3M | +2.4% | -3.2% | +5.6% | +2.6% |
| 6M | +24.9% | +15.2% | +9.7% | +21.5% |
| YTD | +19.8% | +2.0% | +17.8% | +18.7% |
| 1Y | +44.9% | -5.4% | +50.2% | +44.8% |
| All | +265.0% | -8.1% | +273.1% | +259.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling