+49.1%
F vs JD
+50.3%
-1.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.7% |
| 7D | +1.4% | +11.7% | -10.4% | -0.6% |
| 30D | +2.0% | +8.1% | -6.0% | +0.6% |
| 3M | -10.4% | -12.0% | +1.6% | -8.4% |
| 6M | +9.7% | -3.5% | +13.2% | +10.1% |
| YTD | -1.2% | +3.3% | -4.5% | -2.3% |
| 1Y | 0.0% | -7.4% | +7.5% | +0.9% |
| 3Y | +41.1% | +16.6% | +24.5% | +31.0% |
| 5Y | -11.4% | -57.9% | +46.4% | -5.8% |
| 10Y | +85.0% | +32.6% | +52.4% | +48.9% |
| All | +49.1% | +50.3% | -1.2% | +16.3% |
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