-63.5%
JD vs ALK
-31.3%
-32.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | 0.0% |
| 7D | -4.0% | +0.9% | -4.9% | -4.4% |
| 30D | +2.7% | +3.3% | -0.6% | +1.3% |
| 3M | -13.0% | -17.6% | +4.5% | -9.1% |
| 6M | -12.7% | +0.8% | -13.5% | -15.5% |
| YTD | -0.8% | -22.4% | +21.6% | +2.3% |
| 1Y | -8.9% | -10.1% | +1.2% | -11.0% |
| 3Y | +17.0% | +14.0% | +3.1% | -9.3% |
| 5Y | -63.5% | -29.8% | -33.7% | -66.1% |
| All | -63.5% | -31.3% | -32.2% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling