-8.8%
JD vs BTDR
-47.4%
+38.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.7% | -11.3% | -1.3% |
| 7D | +0.4% | +7.7% | -7.2% | +0.8% |
| 30D | +4.2% | -24.1% | +28.3% | +3.7% |
| 3M | -12.8% | -19.1% | +6.4% | -12.6% |
| 6M | -8.8% | -46.6% | +37.8% | -9.3% |
| All | -8.8% | -47.4% | +38.6% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling