+52.4%
JD vs BNS
+174.7%
-122.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | -4.1% | +0.9% | -5.0% | -4.6% |
| 30D | +4.6% | +2.8% | +1.8% | +2.7% |
| 3M | -4.7% | +3.0% | -7.7% | -7.0% |
| 6M | -17.4% | +23.3% | -40.6% | -27.5% |
| YTD | +0.7% | +29.3% | -28.6% | -14.2% |
| 1Y | -5.9% | +41.7% | -47.6% | -24.0% |
| 3Y | +18.9% | +147.7% | -128.9% | -30.6% |
| 5Y | -62.9% | +79.4% | -142.3% | -74.1% |
| 10Y | +32.5% | +188.5% | -156.0% | -26.7% |
| All | +52.4% | +174.7% | -122.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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