+54.3%
JD vs BTG
+152.1%
-97.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -13.2% | +36.8% | -50.0% | -15.6% |
| 3M | -3.2% | +23.1% | -26.3% | -5.2% |
| 6M | +15.2% | +3.5% | +11.8% | +14.1% |
| YTD | +2.0% | +25.5% | -23.5% | -0.8% |
| 1Y | -5.4% | +40.1% | -45.5% | -9.1% |
| 3Y | -9.1% | +101.1% | -110.2% | -15.9% |
| 5Y | -59.6% | +70.6% | -130.2% | -62.4% |
| 10Y | +26.2% | +152.1% | -125.9% | +18.0% |
| All | +54.3% | +152.1% | -97.8% | +38.3% |
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 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