+54.3%
JD vs BNS
+176.1%
-121.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.5% |
| 7D | -1.7% | +1.5% | -3.2% | -2.6% |
| 30D | -13.2% | +6.0% | -19.1% | -16.2% |
| 3M | -3.2% | +16.3% | -19.5% | -11.7% |
| 6M | +15.2% | +28.8% | -13.5% | -1.0% |
| YTD | +2.0% | +30.0% | -28.0% | -13.0% |
| 1Y | -5.4% | +50.7% | -56.1% | -25.8% |
| 3Y | -9.1% | +125.4% | -134.5% | -43.8% |
| 5Y | -59.6% | +94.2% | -153.8% | -72.7% |
| 10Y | +26.2% | +182.8% | -156.6% | -29.2% |
| All | +54.3% | +176.1% | -121.7% | -23.4% |
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