-60.6%
JD vs BG
+85.5%
-146.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.4% | -3.0% |
| 7D | -0.8% | +2.4% | -3.1% | -1.4% |
| 30D | -16.0% | +15.0% | -31.1% | -18.9% |
| 3M | -3.2% | -0.7% | -2.5% | -3.4% |
| 6M | +6.1% | +7.5% | -1.4% | +3.3% |
| YTD | -0.1% | +41.6% | -41.7% | -9.5% |
| 1Y | -12.7% | +50.7% | -63.4% | -22.5% |
| 3Y | -6.3% | +20.3% | -26.6% | -14.1% |
| All | -60.6% | +85.5% | -146.1% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling