-56.1%
JD vs BTDR
+15.3%
-71.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.4% |
| 7D | -2.6% | -3.2% | +0.6% | -2.5% |
| 30D | -15.4% | +32.7% | -48.0% | -16.6% |
| 3M | -5.0% | -28.4% | +23.4% | -4.2% |
| 6M | +0.9% | +51.7% | -50.8% | -2.5% |
| YTD | -2.5% | +2.9% | -5.4% | -4.4% |
| 1Y | -16.0% | -15.5% | -0.5% | -17.4% |
| 3Y | -8.5% | 0.0% | -8.5% | -14.4% |
| 5Y | -61.8% | +16.5% | -78.2% | -66.9% |
| All | -56.1% | +15.3% | -71.4% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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