-54.1%
JD vs BTDR
+23.8%
-77.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.1% | +1.7% |
| 7D | -1.7% | +20.0% | -21.6% | -2.5% |
| 30D | -13.2% | +11.9% | -25.1% | -13.8% |
| 3M | -3.2% | -36.9% | +33.7% | -1.8% |
| 6M | +15.2% | +56.5% | -41.3% | +11.1% |
| YTD | +2.0% | +10.4% | -8.5% | -0.4% |
| 1Y | -5.4% | +3.1% | -8.5% | -7.7% |
| 3Y | -9.1% | -2.6% | -6.5% | -15.2% |
| 5Y | -59.6% | +25.2% | -84.8% | -65.1% |
| All | -54.1% | +23.8% | -77.9% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling