-4.2%
JD vs BAX
-31.1%
+27.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -1.7% | -1.1% | -0.5% | -1.5% |
| 30D | -13.2% | -5.5% | -7.7% | -12.4% |
| 3M | -3.2% | +33.5% | -36.7% | -8.1% |
| 6M | +15.2% | +35.9% | -20.6% | +8.6% |
| YTD | +2.0% | +35.4% | -33.4% | -4.5% |
| 1Y | -5.4% | +9.8% | -15.1% | -7.8% |
| All | -4.2% | -31.1% | +27.0% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling