+130.7%
C vs JD
-60.2%
+190.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 6M | +24.9% | +15.2% | +9.7% | +21.6% |
| YTD | +19.8% | +2.0% | +17.8% | +18.8% |
| 1Y | +44.9% | -5.4% | +50.2% | +44.9% |
| 3Y | +263.0% | -9.1% | +272.1% | +255.8% |
| All | +130.7% | -60.2% | +190.9% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling