+54.3%
JD vs BTI
+97.0%
-42.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | -13.2% | -6.6% | -6.5% | -11.3% |
| 3M | -3.2% | -3.0% | -0.2% | -2.8% |
| 6M | +15.2% | -6.7% | +21.9% | +17.0% |
| YTD | +2.0% | +0.6% | +1.4% | +0.6% |
| 1Y | -5.4% | +5.6% | -11.0% | -8.4% |
| 3Y | -9.1% | +110.3% | -119.4% | -33.5% |
| 5Y | -59.6% | +114.3% | -173.9% | -70.8% |
| 10Y | +26.2% | +67.7% | -41.4% | -3.1% |
| All | +54.3% | +97.0% | -42.7% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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