+54.3%
JD vs BB
+5.8%
+48.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | -5.6% | +4.0% | -0.7% |
| 30D | -13.2% | -11.8% | -1.4% | -11.5% |
| 3M | -3.2% | -25.5% | +22.3% | +0.3% |
| 6M | +15.2% | +121.3% | -106.0% | -4.6% |
| YTD | +2.0% | +103.2% | -101.2% | -14.2% |
| 1Y | -5.4% | +102.6% | -108.0% | -20.8% |
| 3Y | -9.1% | +37.5% | -46.6% | -23.1% |
| 5Y | -59.6% | -30.4% | -29.2% | -62.7% |
| 10Y | +26.2% | 0.0% | +26.2% | -12.1% |
| All | +54.3% | +5.8% | +48.6% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling