+54.3%
JD vs BR
+449.8%
-395.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.2% | +3.5% |
| 7D | -1.7% | -5.3% | +3.6% | +0.9% |
| 30D | -13.2% | +6.4% | -19.6% | -16.0% |
| 3M | -3.2% | +13.6% | -16.8% | -9.8% |
| 6M | +15.2% | -6.7% | +21.9% | +17.8% |
| YTD | +2.0% | -21.1% | +23.1% | +13.3% |
| 1Y | -5.4% | -29.6% | +24.2% | +11.5% |
| 3Y | -9.1% | -2.4% | -6.7% | -12.8% |
| 5Y | -59.6% | +11.2% | -70.9% | -65.1% |
| 10Y | +26.2% | +191.8% | -165.5% | -43.5% |
| All | +54.3% | +449.8% | -395.4% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling