-57.8%
JD vs BROS
+8.6%
-66.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +5.2% | -19.0% | +24.2% | +7.5% |
| 30D | +4.5% | -7.3% | +11.8% | +4.8% |
| 3M | -15.4% | -31.2% | +15.8% | -11.8% |
| 6M | -6.0% | -33.0% | +27.0% | -2.6% |
| YTD | +2.2% | -42.4% | +44.5% | +7.5% |
| 1Y | -6.7% | -37.7% | +31.1% | -3.0% |
| 3Y | +20.5% | +28.2% | -7.7% | +5.8% |
| 5Y | -58.4% | -43.4% | -15.1% | -62.1% |
| All | -57.8% | +8.6% | -66.4% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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