-6.7%
JD vs BB
+98.3%
-104.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.3% |
| 7D | +5.2% | +11.6% | -6.4% | +5.4% |
| 30D | +4.5% | +2.6% | +1.9% | +4.5% |
| 3M | -15.4% | +3.5% | -18.9% | -15.4% |
| 6M | -6.0% | +43.5% | -49.5% | -6.5% |
| YTD | +2.2% | +141.2% | -139.0% | -5.7% |
| 1Y | -6.7% | +97.4% | -104.1% | -12.4% |
| All | -6.7% | +98.3% | -104.9% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling