+56.4%
JD vs ALLY
+112.8%
-56.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +3.7% |
| 7D | +11.7% | -1.1% | +12.9% | +12.1% |
| 30D | +8.1% | +4.2% | +3.9% | +6.6% |
| 3M | -12.0% | -12.4% | +0.4% | -8.6% |
| 6M | -3.5% | -8.7% | +5.2% | -1.5% |
| YTD | +3.3% | -11.6% | +15.0% | +6.0% |
| 1Y | -7.4% | +0.2% | -7.6% | -9.0% |
| 3Y | +16.6% | +57.1% | -40.5% | -3.6% |
| 5Y | -57.9% | -6.8% | -51.0% | -60.1% |
| 10Y | +32.6% | +200.4% | -167.8% | -15.9% |
| All | +56.4% | +112.8% | -56.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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