+16.4%
JD vs BBY
+242.2%
-225.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.6% | +0.7% | -3.3% | -2.8% |
| 30D | -15.4% | +5.8% | -21.1% | -17.0% |
| 3M | -5.0% | +18.0% | -23.0% | -10.3% |
| 6M | +0.9% | +39.8% | -38.9% | -10.7% |
| YTD | -2.5% | +35.4% | -37.9% | -13.3% |
| 1Y | -16.0% | +21.4% | -37.4% | -22.7% |
| 3Y | -8.5% | +39.5% | -48.1% | -23.1% |
| 5Y | -61.8% | -0.5% | -61.3% | -65.0% |
| All | +16.4% | +242.2% | -225.8% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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