-61.8%
JD vs BR
+7.7%
-69.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -2.6% | -6.0% | +3.4% | -0.4% |
| 30D | -15.4% | -0.9% | -14.5% | -15.2% |
| 3M | -5.0% | +16.4% | -21.4% | -10.8% |
| 6M | +0.9% | -8.2% | +9.1% | +3.9% |
| YTD | -2.5% | -23.2% | +20.7% | +8.6% |
| 1Y | -16.0% | -30.9% | +14.9% | -1.8% |
| 3Y | -8.5% | -5.0% | -3.5% | -11.5% |
| 5Y | -61.8% | +8.8% | -70.5% | -69.5% |
| All | -61.8% | +7.7% | -69.4% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling