+56.4%
JD vs ALK
-11.5%
+67.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.5% | +4.0% |
| 7D | +11.7% | +7.1% | +4.7% | +9.8% |
| 30D | +8.1% | -3.0% | +11.1% | +8.5% |
| 3M | -12.0% | -25.6% | +13.7% | -6.3% |
| 6M | -3.5% | +0.5% | -4.0% | -5.7% |
| YTD | +3.3% | -23.1% | +26.4% | +6.5% |
| 1Y | -7.4% | -7.5% | +0.1% | -9.3% |
| 3Y | +16.6% | +15.3% | +1.3% | +2.5% |
| 5Y | -57.9% | -34.8% | -23.1% | -57.8% |
| 10Y | +32.6% | -41.2% | +73.8% | +25.3% |
| All | +56.4% | -11.5% | +67.9% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling