+11.7%
IR vs JD
-8.1%
+19.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +2.5% | -4.1% | +6.6% | +2.9% |
| 30D | +9.2% | +4.6% | +4.6% | +8.4% |
| 3M | +0.9% | -4.7% | +5.7% | +1.1% |
| 6M | +19.2% | -17.4% | +36.6% | +22.0% |
| YTD | +7.5% | +0.7% | +6.8% | +8.2% |
| 1Y | +11.7% | -5.9% | +17.6% | +15.0% |
| All | +11.7% | -8.1% | +19.8% | +15.0% |
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 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