-62.4%
JD vs A
+11.8%
-74.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -4.1% | -0.5% | -3.7% | -4.0% |
| 30D | +4.6% | 0.0% | +4.6% | +4.3% |
| 3M | -4.7% | +16.7% | -21.4% | -11.3% |
| 6M | -17.4% | +54.8% | -72.2% | -33.2% |
| YTD | +0.7% | +28.8% | -28.1% | -11.5% |
| 1Y | -5.9% | +19.3% | -25.2% | -14.2% |
| 3Y | +18.9% | +65.5% | -46.7% | -12.9% |
| All | -62.4% | +11.8% | -74.2% | -66.3% |
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