-61.6%
JD vs BTG
+75.0%
-136.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -2.8% |
| 7D | -3.0% | +2.4% | -5.4% | -3.5% |
| 30D | -19.3% | +9.5% | -28.8% | -20.9% |
| 3M | -6.0% | +38.5% | -44.5% | -13.0% |
| 6M | +1.8% | +5.6% | -3.9% | -0.9% |
| YTD | -2.6% | +23.9% | -26.5% | -9.5% |
| 1Y | -17.4% | +32.1% | -49.6% | -25.5% |
| 3Y | -8.6% | +103.2% | -111.8% | -29.3% |
| 5Y | -61.6% | +79.7% | -141.3% | -70.3% |
| All | -61.6% | +75.0% | -136.6% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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