+46.8%
IR vs JD
-62.7%
+109.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +4.3% | -4.0% | +8.3% | +4.8% |
| 30D | +8.1% | +2.7% | +5.4% | +7.6% |
| 3M | +0.7% | -13.0% | +13.7% | +2.6% |
| 6M | +16.6% | -12.7% | +29.3% | +18.5% |
| YTD | +7.8% | -0.8% | +8.6% | +7.3% |
| 1Y | +9.9% | -8.9% | +18.8% | +10.7% |
| 3Y | +25.2% | +17.0% | +8.2% | +19.1% |
| 5Y | +46.8% | -63.5% | +110.3% | +63.4% |
| All | +46.8% | -62.7% | +109.5% | +63.4% |
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