-62.4%
JD vs BN
+31.1%
-93.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.4% |
| 7D | -4.1% | -1.0% | -3.1% | -3.7% |
| 30D | +4.6% | +14.0% | -9.4% | -3.3% |
| 3M | -4.7% | -9.0% | +4.3% | -0.1% |
| 6M | -17.4% | -8.8% | -8.5% | -14.1% |
| YTD | +0.7% | -10.3% | +11.0% | +4.5% |
| 1Y | -5.9% | -5.8% | -0.1% | -5.3% |
| 3Y | +18.9% | +94.8% | -75.9% | -31.2% |
| All | -62.4% | +31.1% | -93.4% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling