-93.9%
JBDI vs SPY
+38.7%
-132.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.7% |
| 7D | -8.8% | -2.0% | -6.8% | -7.7% |
| 30D | -9.2% | -1.7% | -7.5% | -8.2% |
| 3M | +3.2% | +4.7% | -1.6% | +1.3% |
| 6M | -10.1% | +12.5% | -22.6% | -14.6% |
| YTD | -16.9% | +11.7% | -28.6% | -20.8% |
| 1Y | -73.8% | +17.5% | -91.3% | -75.6% |
| All | -93.9% | +38.7% | -132.5% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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