+32.5%
JD vs BB
+28.9%
+3.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | +5.2% | +11.6% | -6.4% | +3.1% |
| 30D | +4.5% | +2.6% | +1.9% | +3.5% |
| 3M | -15.4% | +3.5% | -18.9% | -16.9% |
| 6M | -6.0% | +43.5% | -49.5% | -15.2% |
| YTD | +2.2% | +141.2% | -139.0% | -17.3% |
| 1Y | -6.7% | +97.4% | -104.1% | -21.7% |
| 3Y | +20.5% | +151.1% | -130.6% | -9.5% |
| 5Y | -58.4% | -12.8% | -45.7% | -63.4% |
| 10Y | +32.5% | +27.5% | +5.0% | -9.9% |
| All | +32.5% | +28.9% | +3.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling