+54.3%
JD vs BAX
-21.3%
+75.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -1.7% | -1.1% | -0.5% | -1.3% |
| 30D | -13.2% | -5.5% | -7.7% | -11.5% |
| 3M | -3.2% | +33.5% | -36.7% | -13.3% |
| 6M | +15.2% | +35.9% | -20.6% | +1.7% |
| YTD | +2.0% | +35.4% | -33.4% | -11.1% |
| 1Y | -5.4% | +9.8% | -15.1% | -11.3% |
| 3Y | -9.1% | -32.7% | +23.6% | -0.8% |
| 5Y | -59.6% | -65.6% | +5.9% | -40.4% |
| 10Y | +26.2% | -34.9% | +61.1% | +22.4% |
| All | +54.3% | -21.3% | +75.7% | +34.1% |
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