+319.4%
IR vs JD
-17.9%
+337.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.0% | -3.3% |
| 7D | +2.3% | +11.7% | -9.4% | +0.3% |
| 30D | +3.3% | +8.1% | -4.7% | +1.9% |
| 3M | -9.0% | -12.0% | +3.0% | -7.2% |
| 6M | +8.0% | -3.5% | +11.5% | +8.2% |
| YTD | +3.4% | +3.3% | 0.0% | +2.1% |
| 1Y | +4.5% | -7.4% | +11.9% | +5.1% |
| 3Y | +25.6% | +16.6% | +9.0% | +17.3% |
| 5Y | +43.8% | -57.9% | +101.7% | +53.3% |
| All | +319.4% | -17.9% | +337.3% | +234.7% |
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