+15.2%
JD vs BEN
+33.2%
-17.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.2% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | -13.2% | -0.5% | -12.6% | -13.1% |
| 3M | -3.2% | +9.7% | -12.9% | -5.5% |
| 6M | +15.2% | +33.9% | -18.7% | +6.1% |
| All | +15.2% | +33.2% | -17.9% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling