+51.2%
JD vs BBY
+439.1%
-388.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.8% |
| 7D | -0.8% | +8.1% | -8.9% | -3.0% |
| 30D | -16.0% | +8.9% | -25.0% | -18.3% |
| 3M | -3.2% | +22.0% | -25.2% | -9.0% |
| 6M | +6.1% | +37.8% | -31.8% | -4.9% |
| YTD | -0.1% | +37.3% | -37.4% | -10.7% |
| 1Y | -12.7% | +21.6% | -34.3% | -19.2% |
| 3Y | -6.3% | +41.5% | -47.8% | -20.2% |
| 5Y | -61.3% | +1.2% | -62.6% | -64.5% |
| 10Y | +17.6% | +237.8% | -220.2% | -19.9% |
| All | +51.2% | +439.1% | -388.0% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling