+16.5%
JD vs BG
+166.7%
-150.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.6% |
| 7D | -4.2% | +3.1% | -7.4% | -5.0% |
| 30D | -14.4% | +10.2% | -24.6% | -16.6% |
| 3M | -3.6% | -1.7% | -1.9% | -3.6% |
| 6M | -0.3% | +1.0% | -1.3% | -1.4% |
| YTD | -2.4% | +39.9% | -42.3% | -11.6% |
| 1Y | -18.5% | +53.2% | -71.8% | -28.2% |
| 3Y | -7.0% | +16.3% | -23.3% | -13.3% |
| 5Y | -61.7% | +83.9% | -145.6% | -69.1% |
| All | +16.5% | +166.7% | -150.1% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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