-30.1%
JD vs BIYA
-99.8%
+69.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.8% | +2.7% | -3.5% | -0.8% |
| 30D | -16.0% | -18.7% | +2.7% | -16.0% |
| 3M | -3.2% | -72.0% | +68.8% | -3.5% |
| 6M | +6.1% | -86.4% | +92.4% | +6.2% |
| YTD | -0.1% | -94.2% | +94.0% | +0.7% |
| 1Y | -12.7% | -98.4% | +85.7% | -9.9% |
| All | -30.1% | -99.8% | +69.6% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BIYA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling