+17.6%
JD vs BAX
-36.7%
+54.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -0.9% |
| 7D | -0.8% | -2.4% | +1.6% | 0.0% |
| 30D | -16.0% | -9.7% | -6.3% | -13.3% |
| 3M | -3.2% | +29.3% | -32.4% | -11.7% |
| 6M | +6.1% | +40.7% | -34.6% | -6.6% |
| YTD | -0.1% | +30.3% | -30.4% | -10.9% |
| 1Y | -12.7% | +3.4% | -16.1% | -16.0% |
| 3Y | -6.3% | -32.0% | +25.7% | +1.1% |
| 5Y | -61.3% | -66.9% | +5.5% | -43.1% |
| 10Y | +17.6% | -37.1% | +54.7% | +26.6% |
| All | +17.6% | -36.7% | +54.4% | +26.6% |
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