-18.5%
JD vs BR
-31.7%
+13.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.2% | -3.0% | -1.3% | -4.2% |
| 30D | -14.4% | -0.3% | -14.1% | -14.4% |
| 3M | -3.6% | +17.3% | -20.9% | -3.2% |
| 6M | -0.3% | -6.7% | +6.4% | -1.5% |
| YTD | -2.4% | -23.4% | +21.1% | -4.3% |
| 1Y | -18.5% | -32.7% | +14.1% | -28.2% |
| All | -18.5% | -31.7% | +13.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling