-15.8%
F vs JD
-58.0%
+42.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.0% |
| 7D | +1.6% | +13.4% | -11.8% | -0.6% |
| 30D | +2.6% | +7.7% | -5.1% | +1.4% |
| 3M | -8.8% | -11.3% | +2.5% | -7.1% |
| 6M | +4.6% | -5.1% | +9.8% | +5.2% |
| YTD | -1.9% | +5.0% | -6.9% | -3.1% |
| 1Y | -0.8% | -5.6% | +4.9% | -0.3% |
| 3Y | +43.5% | +17.8% | +25.7% | +33.9% |
| All | -15.8% | -58.0% | +42.2% | -11.6% |
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