-57.9%
JD vs BROS
+43.3%
-101.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.8% |
| 7D | -1.7% | -6.7% | +5.0% | -0.8% |
| 30D | -13.2% | -29.1% | +15.9% | -9.4% |
| 3M | -3.2% | -16.7% | +13.5% | -1.6% |
| 6M | +15.2% | -11.6% | +26.8% | +15.5% |
| YTD | +2.0% | -23.9% | +25.9% | +4.2% |
| 1Y | -5.4% | -34.8% | +29.4% | -1.5% |
| 3Y | -9.1% | +62.1% | -71.2% | -22.1% |
| All | -57.9% | +43.3% | -101.2% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling