-57.1%
JD vs BUD
+48.8%
-105.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.4% |
| 7D | +13.4% | +4.5% | +8.9% | +10.7% |
| 30D | +7.7% | +12.5% | -4.8% | +0.9% |
| 3M | -11.3% | 0.0% | -11.3% | -11.6% |
| 6M | -5.1% | +3.8% | -8.9% | -7.9% |
| YTD | +5.0% | +33.1% | -28.0% | -12.8% |
| 1Y | -5.6% | +35.5% | -41.1% | -22.7% |
| 3Y | +17.8% | +49.4% | -31.6% | -12.7% |
| All | -57.1% | +48.8% | -105.9% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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