+27.2%
JD vs BTSG
+421.3%
-394.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.4% |
| 7D | -0.8% | +5.7% | -6.5% | -1.5% |
| 30D | -16.0% | +0.2% | -16.3% | -16.1% |
| 3M | -3.2% | +5.6% | -8.8% | -5.1% |
| 6M | +6.1% | +50.8% | -44.7% | -2.5% |
| YTD | -0.1% | +67.0% | -67.2% | -9.9% |
| 1Y | -12.7% | +145.5% | -158.3% | -26.2% |
| All | +27.2% | +421.3% | -394.1% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling