-5.9%
JD vs BEN
+65.1%
-70.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -4.1% | +6.8% | -10.9% | -5.3% |
| 30D | +4.6% | +18.0% | -13.4% | +0.9% |
| 3M | -4.7% | +7.5% | -12.2% | -6.3% |
| 6M | -17.4% | +14.7% | -32.1% | -20.3% |
| YTD | +0.7% | +56.1% | -55.4% | -12.1% |
| 1Y | -5.9% | +69.6% | -75.5% | -19.5% |
| All | -5.9% | +65.1% | -70.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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