-61.3%
JD vs ALL
+118.4%
-179.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.9% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -13.2% | -1.5% | -11.7% | -13.1% |
| 3M | -3.2% | +23.6% | -26.8% | -3.9% |
| 6M | +15.2% | +22.3% | -7.1% | +14.4% |
| YTD | +2.0% | +26.5% | -24.5% | +1.1% |
| 1Y | -5.4% | +27.0% | -32.4% | -6.2% |
| 3Y | -9.1% | +149.6% | -158.7% | -16.0% |
| All | -61.3% | +118.4% | -179.7% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling