+28.0%
JD vs BTSG
+505.2%
-477.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +0.4% | +4.0% | -3.6% | -0.1% |
| 30D | +4.2% | +15.3% | -11.0% | +2.2% |
| 3M | -12.8% | +25.4% | -38.2% | -15.5% |
| 6M | -8.8% | +31.9% | -40.6% | -13.6% |
| YTD | +0.5% | +93.9% | -93.4% | -11.2% |
| 1Y | -8.8% | +114.2% | -122.9% | -20.8% |
| All | +28.0% | +505.2% | -477.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling