-18.5%
JD vs BRO
-27.7%
+9.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.1% |
| 7D | -4.2% | -7.3% | +3.1% | -4.7% |
| 30D | -14.4% | -6.9% | -7.5% | -14.8% |
| 3M | -3.6% | +10.7% | -14.2% | -1.2% |
| 6M | -0.3% | -2.7% | +2.4% | +0.7% |
| YTD | -2.4% | -16.3% | +14.0% | -2.6% |
| 1Y | -18.5% | -29.1% | +10.6% | -21.5% |
| All | -18.5% | -27.7% | +9.2% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling