+113.6%
C vs JD
-63.0%
+176.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.3% |
| 7D | +4.2% | -4.1% | +8.3% | +4.8% |
| 30D | +2.0% | +4.6% | -2.6% | +1.2% |
| 3M | -10.1% | -4.7% | -5.4% | -9.6% |
| 6M | +1.0% | -17.4% | +18.3% | +3.5% |
| YTD | +8.5% | +0.7% | +7.8% | +7.6% |
| 1Y | +25.7% | -5.9% | +31.6% | +25.9% |
| 3Y | +216.0% | +18.9% | +197.1% | +197.9% |
| All | +113.6% | -63.0% | +176.6% | +125.5% |
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 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