+244.5%
C vs JD
+50.3%
+194.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.3% | -8.3% | -5.6% |
| 7D | -5.3% | +11.7% | -17.0% | -7.2% |
| 30D | -7.3% | +8.1% | -15.4% | -8.7% |
| 3M | -13.5% | -12.0% | -1.5% | -11.7% |
| 6M | -6.5% | -3.5% | -3.0% | -6.5% |
| YTD | +3.6% | +3.3% | +0.3% | +2.1% |
| 1Y | +18.9% | -7.4% | +26.3% | +19.5% |
| 3Y | +205.0% | +16.6% | +188.4% | +182.4% |
| 5Y | +109.4% | -57.9% | +167.2% | +122.2% |
| 10Y | +232.9% | +32.6% | +200.3% | +148.3% |
| All | +244.5% | +50.3% | +194.2% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling