-5.9%
JD vs BAX
+38.8%
-44.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +4.6% | +4.1% | +0.5% | +4.0% |
| 3M | -4.7% | -4.5% | -0.2% | -4.7% |
| 6M | -17.4% | +49.2% | -66.6% | -20.3% |
| YTD | +0.7% | +35.2% | -34.5% | -3.5% |
| 1Y | -5.9% | +38.3% | -44.2% | -10.4% |
| All | -5.9% | +38.8% | -44.7% | -10.4% |
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