+54.3%
JD vs BN
+348.0%
-293.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | -1.7% | -2.5% | +0.8% | -0.5% |
| 30D | -13.2% | -9.5% | -3.7% | -8.9% |
| 3M | -3.2% | -10.4% | +7.2% | +1.8% |
| 6M | +15.2% | -6.4% | +21.6% | +17.7% |
| YTD | +2.0% | -11.9% | +13.8% | +6.9% |
| 1Y | -5.4% | -8.6% | +3.2% | -3.0% |
| 3Y | -9.1% | +77.6% | -86.7% | -36.0% |
| 5Y | -59.6% | +37.0% | -96.6% | -68.0% |
| 10Y | +26.2% | +266.4% | -240.2% | -42.3% |
| All | +54.3% | +348.0% | -293.6% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling