+46.0%
F vs JD
+17.9%
+28.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -3.1% | -4.1% | +1.0% | -2.6% |
| 30D | 0.0% | +4.6% | -4.6% | -0.6% |
| 3M | -13.2% | -4.7% | -8.5% | -12.7% |
| 6M | -10.2% | -17.4% | +7.1% | -8.1% |
| YTD | -4.9% | +0.7% | -5.7% | -5.3% |
| 1Y | -6.1% | -5.9% | -0.2% | -5.7% |
| 3Y | +46.0% | +18.9% | +27.1% | +43.0% |
| All | +46.0% | +17.9% | +28.1% | +43.0% |
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