-6.3%
JD vs BTDR
+8.5%
-14.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -2.2% |
| 7D | -0.8% | +22.4% | -23.2% | -1.9% |
| 30D | -16.0% | +16.5% | -32.5% | -17.0% |
| 3M | -3.2% | -31.5% | +28.3% | -1.9% |
| 6M | +6.1% | +74.0% | -68.0% | +0.8% |
| YTD | -0.1% | +13.0% | -13.1% | -3.1% |
| 1Y | -12.7% | -0.2% | -12.5% | -15.3% |
| 3Y | -6.3% | +9.9% | -16.2% | -15.3% |
| All | -6.3% | +8.5% | -14.8% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling