+52.4%
JD vs BTG
+121.5%
-69.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | -4.1% | -9.1% | +5.0% | -3.4% |
| 30D | +4.6% | -1.6% | +6.2% | +4.6% |
| 3M | -4.7% | -2.8% | -1.9% | -4.8% |
| 6M | -17.4% | -7.6% | -9.7% | -17.4% |
| YTD | +0.7% | +10.2% | -9.5% | -1.2% |
| 1Y | -5.9% | +21.3% | -27.1% | -8.5% |
| 3Y | +18.9% | +82.7% | -63.8% | +10.8% |
| 5Y | -62.9% | +30.8% | -93.8% | -65.1% |
| 10Y | +32.5% | +163.7% | -131.2% | +25.5% |
| All | +52.4% | +121.5% | -69.1% | +37.7% |
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