-57.9%
JD vs ALK
-33.9%
-24.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.5% | +4.1% |
| 7D | +11.7% | +7.1% | +4.7% | +9.5% |
| 30D | +8.1% | -3.0% | +11.1% | +8.6% |
| 3M | -12.0% | -25.6% | +13.7% | -5.4% |
| 6M | -3.5% | +0.5% | -4.0% | -6.4% |
| YTD | +3.3% | -23.1% | +26.4% | +7.0% |
| 1Y | -7.4% | -7.5% | +0.1% | -10.3% |
| 3Y | +16.6% | +15.3% | +1.3% | -10.0% |
| 5Y | -57.9% | -34.8% | -23.1% | -61.4% |
| All | -57.9% | -33.9% | -24.0% | -61.4% |
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