-61.3%
JD vs BAH
-3.4%
-57.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.0% |
| 7D | -1.7% | -3.2% | +1.6% | -1.4% |
| 30D | -13.2% | +2.0% | -15.2% | -13.3% |
| 3M | -3.2% | -7.6% | +4.4% | -2.8% |
| 6M | +15.2% | -5.7% | +20.9% | +15.3% |
| YTD | +2.0% | -11.7% | +13.7% | +2.5% |
| 1Y | -5.4% | -27.4% | +22.0% | -3.4% |
| 3Y | -9.1% | -32.5% | +23.4% | -7.2% |
| All | -61.3% | -3.4% | -57.8% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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