-5.9%
JD vs ALL
+30.2%
-36.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | -4.1% | +5.0% | -9.2% | -4.1% |
| 30D | +4.6% | +13.3% | -8.7% | +4.5% |
| 3M | -4.7% | +3.2% | -7.9% | -4.7% |
| 6M | -17.4% | +25.3% | -42.7% | -16.4% |
| YTD | +0.7% | +30.5% | -29.7% | +1.8% |
| 1Y | -5.9% | +29.2% | -35.1% | -5.2% |
| All | -5.9% | +30.2% | -36.1% | -5.2% |
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