+47.4%
JD vs BRO
+408.0%
-360.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -1.5% |
| 7D | -3.0% | -7.6% | +4.7% | -0.1% |
| 30D | -19.3% | -6.9% | -12.5% | -17.2% |
| 3M | -6.0% | +12.8% | -18.8% | -10.8% |
| 6M | +1.8% | -5.9% | +7.6% | +3.0% |
| YTD | -2.6% | -15.9% | +13.3% | +2.8% |
| 1Y | -17.4% | -28.1% | +10.7% | -7.3% |
| 3Y | -8.6% | -7.0% | -1.6% | -12.3% |
| 5Y | -61.6% | +18.0% | -79.6% | -68.7% |
| 10Y | +16.9% | +293.9% | -277.0% | -57.9% |
| All | +47.4% | +408.0% | -360.6% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling