-4.3%
JD vs BB
+64.5%
-68.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | -5.6% | +4.0% | -1.1% |
| 30D | -13.2% | -11.8% | -1.4% | -12.3% |
| 3M | -3.2% | -25.5% | +22.3% | -1.2% |
| 6M | +15.2% | +121.3% | -106.0% | +0.5% |
| YTD | +2.0% | +103.2% | -101.2% | -9.9% |
| 1Y | -5.4% | +102.6% | -108.0% | -16.7% |
| All | -4.3% | +64.5% | -68.9% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling