-6.4%
JD vs ALL
+28.9%
-35.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +7.9% | -3.9% | +11.8% | +7.9% |
| 30D | +4.8% | +10.6% | -5.9% | +4.6% |
| 3M | -13.9% | -4.6% | -9.4% | -13.7% |
| 6M | -5.8% | +20.2% | -26.0% | -4.6% |
| YTD | +2.4% | +23.7% | -21.3% | +3.6% |
| All | -6.4% | +28.9% | -35.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling