+16.5%
JD vs BRO
+294.2%
-277.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -4.2% | -7.3% | +3.1% | -1.8% |
| 30D | -14.4% | -6.9% | -7.5% | -12.4% |
| 3M | -3.6% | +10.7% | -14.2% | -7.3% |
| 6M | -0.3% | -2.7% | +2.4% | -0.4% |
| YTD | -2.4% | -16.3% | +14.0% | +2.8% |
| 1Y | -18.5% | -29.1% | +10.6% | -9.0% |
| 3Y | -7.0% | -7.8% | +0.8% | -10.0% |
| 5Y | -61.7% | +18.7% | -80.4% | -68.3% |
| All | +16.5% | +294.2% | -277.7% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling