+32.5%
JD vs BAX
-34.5%
+67.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +5.2% | +3.6% | +1.6% | +3.9% |
| 30D | +4.5% | +8.5% | -4.0% | +1.5% |
| 3M | -15.4% | -4.9% | -10.6% | -14.4% |
| 6M | -6.0% | +47.0% | -53.0% | -18.4% |
| YTD | +2.2% | +38.4% | -36.3% | -11.1% |
| 1Y | -6.7% | +49.1% | -55.8% | -21.2% |
| 3Y | +20.5% | -14.9% | +35.4% | +18.7% |
| 5Y | -58.4% | -63.1% | +4.7% | -41.2% |
| 10Y | +32.5% | -35.6% | +68.1% | +37.2% |
| All | +32.5% | -34.5% | +67.0% | +37.2% |
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 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