+26.4%
JD vs BTSG
+495.4%
-469.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -4.0% | +8.5% | -12.5% | -5.0% |
| 30D | +2.7% | +14.0% | -11.4% | +0.8% |
| 3M | -13.0% | +19.7% | -32.8% | -15.3% |
| 6M | -12.7% | +28.7% | -41.4% | -17.0% |
| YTD | -0.8% | +90.8% | -91.6% | -12.2% |
| 1Y | -8.9% | +112.4% | -121.3% | -20.8% |
| All | +26.4% | +495.4% | -469.1% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling