+9.1%
IR vs JD
-9.8%
+18.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.5% | -0.8% |
| 7D | +11.6% | +9.0% | +2.6% | +10.5% |
| 30D | +7.2% | +5.2% | +2.0% | +6.5% |
| 3M | -5.9% | -15.9% | +10.0% | -4.6% |
| 6M | +11.5% | -7.7% | +19.2% | +11.9% |
| YTD | +6.3% | +0.1% | +6.3% | +7.1% |
| 1Y | +9.1% | -9.7% | +18.8% | +14.5% |
| All | +9.1% | -9.8% | +18.9% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling