+18.9%
JD vs BN
+96.7%
-77.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.2% |
| 7D | -4.1% | -1.0% | -3.1% | -3.8% |
| 30D | +4.6% | +14.0% | -9.4% | -1.2% |
| 3M | -4.7% | -9.0% | +4.3% | -1.3% |
| 6M | -17.4% | -8.8% | -8.5% | -14.9% |
| YTD | +0.7% | -10.3% | +11.0% | +3.7% |
| 1Y | -5.9% | -5.8% | -0.1% | -5.4% |
| 3Y | +18.9% | +94.8% | -75.9% | -20.6% |
| All | +18.9% | +96.7% | -77.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling