-61.3%
JD vs BAX
-65.4%
+4.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -1.7% | -1.1% | -0.5% | -1.4% |
| 30D | -13.2% | -5.5% | -7.7% | -12.2% |
| 3M | -3.2% | +33.5% | -36.7% | -9.2% |
| 6M | +15.2% | +35.9% | -20.6% | +7.1% |
| YTD | +2.0% | +35.4% | -33.4% | -5.8% |
| 1Y | -5.4% | +9.8% | -15.1% | -8.6% |
| 3Y | -9.1% | -32.7% | +23.6% | -3.7% |
| All | -61.3% | -65.4% | +4.1% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling