+54.3%
JD vs BG
+119.0%
-64.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.2% |
| 7D | -1.7% | +2.8% | -4.5% | -2.4% |
| 30D | -13.2% | +12.0% | -25.2% | -15.7% |
| 3M | -3.2% | -7.7% | +4.5% | -1.6% |
| 6M | +15.2% | +4.5% | +10.7% | +13.0% |
| YTD | +2.0% | +35.7% | -33.7% | -6.5% |
| 1Y | -5.4% | +50.1% | -55.4% | -15.8% |
| 3Y | -9.1% | +12.6% | -21.7% | -14.2% |
| 5Y | -59.6% | +75.4% | -135.0% | -66.6% |
| 10Y | +26.2% | +150.5% | -124.2% | -10.6% |
| All | +54.3% | +119.0% | -64.7% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling