-46.4%
JD vs BOXX
+18.5%
-64.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | 0.0% |
| 7D | -4.2% | +0.1% | -4.3% | -4.4% |
| 30D | -14.4% | +0.3% | -14.7% | -15.1% |
| 3M | -3.6% | +1.0% | -4.6% | -5.9% |
| 6M | -0.3% | +1.9% | -2.2% | -4.5% |
| YTD | -2.4% | +2.7% | -5.0% | -7.7% |
| 1Y | -18.5% | +4.0% | -22.6% | -24.4% |
| 3Y | -7.0% | +14.7% | -21.7% | -26.8% |
| All | -46.4% | +18.5% | -64.8% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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