-58.3%
JD vs BTDR
-33.7%
-24.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.9% | -12.4% | -2.9% |
| 7D | +7.9% | +7.1% | +0.8% | +7.4% |
| 30D | +4.8% | -31.4% | +36.1% | +6.2% |
| 3M | -13.9% | -39.2% | +25.3% | -12.6% |
| 6M | -5.8% | -50.9% | +45.1% | -4.3% |
| YTD | +2.4% | -41.0% | +43.4% | +2.4% |
| 1Y | -7.5% | -69.9% | +62.4% | -5.0% |
| 3Y | +20.9% | +87.3% | -66.4% | +14.6% |
| All | -58.3% | -33.7% | -24.6% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling