+50.1%
JD vs BTG
+123.7%
-73.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +3.0% | -0.9% |
| 7D | -4.0% | -5.9% | +1.9% | -3.6% |
| 30D | +2.7% | -5.0% | +7.6% | +2.9% |
| 3M | -13.0% | -4.5% | -8.6% | -13.0% |
| 6M | -12.7% | -7.0% | -5.7% | -12.7% |
| YTD | -0.8% | +11.4% | -12.2% | -2.8% |
| 1Y | -8.9% | +20.1% | -29.0% | -11.3% |
| 3Y | +17.0% | +81.5% | -64.4% | +9.1% |
| 5Y | -63.5% | +32.1% | -95.6% | -65.6% |
| 10Y | +30.5% | +166.4% | -135.9% | +23.6% |
| All | +50.1% | +123.7% | -73.6% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling