+47.8%
JD vs BRKR
+170.1%
-122.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -4.2% | -8.7% | +4.4% | -1.7% |
| 30D | -14.4% | -9.9% | -4.5% | -12.0% |
| 3M | -3.6% | -3.1% | -0.5% | -4.9% |
| 6M | -0.3% | +45.5% | -45.8% | -15.3% |
| YTD | -2.4% | +13.7% | -16.0% | -10.8% |
| 1Y | -18.5% | +67.4% | -86.0% | -35.6% |
| 3Y | -7.0% | -13.2% | +6.2% | -14.0% |
| 5Y | -61.7% | -39.5% | -22.2% | -60.3% |
| 10Y | +17.1% | +153.5% | -136.3% | -29.3% |
| All | +47.8% | +170.1% | -122.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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