+298.3%
C vs JD
+48.3%
+250.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | +2.4% | -3.2% | +5.6% | +2.7% |
| 6M | +24.9% | +15.2% | +9.7% | +20.9% |
| YTD | +19.8% | +2.0% | +17.8% | +18.5% |
| 1Y | +44.9% | -5.4% | +50.2% | +44.9% |
| 3Y | +263.0% | -9.1% | +272.1% | +252.5% |
| 5Y | +129.5% | -59.6% | +189.1% | +145.5% |
| 10Y | +291.6% | +26.2% | +265.4% | +195.2% |
| All | +298.3% | +48.3% | +250.0% | +193.3% |
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 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