+17.8%
JD vs ALLE
+88.9%
-71.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.8% |
| 7D | +13.4% | -0.6% | +13.9% | +13.4% |
| 30D | +7.7% | +25.3% | -17.6% | +2.1% |
| 3M | -11.3% | +10.3% | -21.6% | -13.3% |
| 6M | -5.1% | +38.0% | -43.2% | -12.8% |
| YTD | +5.0% | +17.8% | -12.7% | +0.5% |
| 1Y | -5.6% | +13.6% | -19.2% | -8.6% |
| 3Y | +17.8% | +89.2% | -71.4% | -8.0% |
| All | +17.8% | +88.9% | -71.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling