+291.3%
IR vs JD
-19.0%
+310.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | -2.8% | -1.7% | -1.2% | -2.5% |
| 30D | -15.1% | -13.2% | -2.0% | -13.1% |
| 3M | +6.1% | -3.2% | +9.3% | +6.4% |
| 6M | -16.8% | +15.2% | -32.0% | -19.3% |
| YTD | -3.5% | +2.0% | -5.5% | -4.5% |
| 1Y | -3.5% | -5.4% | +1.9% | -3.4% |
| 3Y | +9.5% | -9.1% | +18.6% | +6.9% |
| 5Y | +45.1% | -59.6% | +104.7% | +55.6% |
| All | +291.3% | -19.0% | +310.3% | +213.2% |
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