+18.9%
JD vs ALK
+13.2%
+5.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | -4.1% | -1.2% | -2.9% | -4.0% |
| 30D | +4.6% | +7.7% | -3.1% | +3.1% |
| 3M | -4.7% | -19.0% | +14.2% | -2.0% |
| 6M | -17.4% | -0.2% | -17.1% | -18.9% |
| YTD | +0.7% | -23.5% | +24.2% | +2.9% |
| 1Y | -5.9% | -9.1% | +3.2% | -7.4% |
| 3Y | +18.9% | +12.0% | +6.9% | +2.1% |
| All | +18.9% | +13.2% | +5.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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