-57.1%
JD vs A
+15.4%
-72.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | +13.4% | -0.1% | +13.4% | +13.3% |
| 30D | +7.7% | +3.4% | +4.3% | +6.0% |
| 3M | -11.3% | +23.8% | -35.1% | -19.4% |
| 6M | -5.1% | +49.0% | -54.1% | -21.9% |
| YTD | +5.0% | +29.4% | -24.4% | -7.8% |
| 1Y | -5.6% | +19.4% | -25.0% | -13.9% |
| 3Y | +17.8% | +66.2% | -48.4% | -13.9% |
| All | -57.1% | +15.4% | -72.5% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling