+59.0%
JD vs BAX
-21.5%
+80.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +13.4% | +12.1% | +1.2% | +8.9% |
| 30D | +7.7% | +7.6% | +0.1% | +4.7% |
| 3M | -11.3% | -4.5% | -6.8% | -10.3% |
| 6M | -5.1% | +52.0% | -57.2% | -19.5% |
| YTD | +5.0% | +35.1% | -30.1% | -8.7% |
| 1Y | -5.6% | +43.7% | -49.4% | -20.2% |
| 3Y | +17.8% | -20.9% | +38.7% | +19.4% |
| 5Y | -57.2% | -63.5% | +6.4% | -38.9% |
| 10Y | +34.8% | -36.0% | +70.8% | +31.9% |
| All | +59.0% | -21.5% | +80.4% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling