-9.7%
JD vs BAX
+46.0%
-55.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -0.9% | +2.6% |
| 7D | +9.0% | +4.1% | +4.9% | +8.3% |
| 30D | +5.2% | +9.4% | -4.2% | +4.1% |
| 3M | -15.9% | -6.5% | -9.4% | -15.7% |
| 6M | -7.7% | +59.6% | -67.3% | -11.7% |
| YTD | +0.1% | +38.9% | -38.8% | -4.4% |
| 1Y | -9.7% | +48.0% | -57.7% | -15.2% |
| All | -9.7% | +46.0% | -55.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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