-6.7%
JD vs BAX
+47.2%
-53.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +5.2% | +3.6% | +1.6% | +4.8% |
| 30D | +4.5% | +8.5% | -4.0% | +3.5% |
| 3M | -15.4% | -4.9% | -10.6% | -15.4% |
| 6M | -6.0% | +47.0% | -53.0% | -9.2% |
| YTD | +2.2% | +38.4% | -36.3% | -2.3% |
| 1Y | -6.7% | +49.1% | -55.8% | -12.2% |
| All | -6.7% | +47.2% | -53.9% | -12.2% |
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