-7.2%
JD vs BR
-5.1%
-2.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.4% |
| 7D | -3.0% | -5.0% | +2.0% | -2.0% |
| 30D | -19.3% | -2.5% | -16.9% | -18.9% |
| 3M | -6.0% | +13.5% | -19.5% | -8.8% |
| 6M | +1.8% | -9.4% | +11.2% | +4.6% |
| YTD | -2.6% | -23.3% | +20.7% | +5.9% |
| 1Y | -17.4% | -31.6% | +14.2% | -6.3% |
| All | -7.2% | -5.1% | -2.1% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling