+50.1%
JD vs BG
+84.4%
-34.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -4.0% | +1.5% | -5.5% | -4.4% |
| 30D | +2.7% | -7.0% | +9.7% | +4.4% |
| 3M | -13.0% | -10.0% | -3.1% | -11.2% |
| 6M | -12.7% | -19.8% | +7.1% | -8.7% |
| YTD | -0.8% | +14.3% | -15.1% | -5.5% |
| 1Y | -8.9% | +6.5% | -15.4% | -11.7% |
| 3Y | +17.0% | +4.4% | +12.7% | +12.3% |
| 5Y | -63.5% | +20.2% | -83.7% | -66.9% |
| 10Y | +30.5% | +108.5% | -78.0% | -3.6% |
| All | +50.1% | +84.4% | -34.3% | +15.7% |
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