+32.3%
JD vs BAX
-36.0%
+68.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | +2.7% | +3.4% | -0.8% | +1.2% |
| 3M | -13.0% | -4.5% | -8.6% | -12.1% |
| 6M | -12.7% | +44.0% | -56.7% | -23.7% |
| YTD | -0.8% | +34.9% | -35.7% | -12.9% |
| 1Y | -8.9% | +37.9% | -46.8% | -20.9% |
| 3Y | +17.0% | -17.1% | +34.1% | +16.2% |
| 5Y | -63.5% | -64.3% | +0.8% | -47.8% |
| All | +32.3% | -36.0% | +68.3% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling