+54.6%
JD vs BR
+513.6%
-459.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | +5.2% | +5.0% | +0.2% | +2.7% |
| 30D | +4.5% | +16.6% | -12.1% | -3.3% |
| 3M | -15.4% | +12.0% | -27.4% | -20.3% |
| 6M | -6.0% | +30.7% | -36.8% | -19.0% |
| YTD | +2.2% | -11.9% | +14.1% | +7.3% |
| 1Y | -6.7% | -11.6% | +4.9% | -2.3% |
| 3Y | +20.5% | +15.0% | +5.5% | +6.0% |
| 5Y | -58.4% | +18.1% | -76.5% | -64.9% |
| 10Y | +32.5% | +278.6% | -246.2% | -49.6% |
| All | +54.6% | +513.6% | -459.0% | -53.5% |
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 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