-9.5%
JD vs A
+26.9%
-36.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -1.7% | -1.9% | +0.3% | -1.1% |
| 30D | -13.2% | +6.9% | -20.1% | -15.0% |
| 3M | -3.2% | +9.2% | -12.4% | -6.1% |
| 6M | +15.2% | +25.7% | -10.5% | +5.8% |
| YTD | +2.0% | +11.5% | -9.6% | -1.8% |
| 1Y | -5.4% | +18.4% | -23.7% | -11.8% |
| All | -9.5% | +26.9% | -36.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling