-12.7%
JD vs BB
+102.8%
-115.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.1% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -16.0% | -12.4% | -3.7% | -16.0% |
| 3M | -3.2% | -15.3% | +12.1% | -3.5% |
| 6M | +6.1% | +128.8% | -122.7% | -7.1% |
| YTD | -0.1% | +107.7% | -107.8% | -10.9% |
| 1Y | -12.7% | +103.9% | -116.6% | -18.5% |
| All | -12.7% | +102.8% | -115.6% | -18.5% |
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