+54.3%
JD vs BUD
-5.7%
+60.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -1.7% | +0.3% | -1.9% | -1.8% |
| 30D | -13.2% | -5.7% | -7.5% | -11.0% |
| 3M | -3.2% | +3.1% | -6.3% | -4.9% |
| 6M | +15.2% | +7.9% | +7.4% | +10.6% |
| YTD | +2.0% | +27.3% | -25.4% | -9.4% |
| 1Y | -5.4% | +37.8% | -43.2% | -19.1% |
| 3Y | -9.1% | +49.8% | -59.0% | -26.1% |
| 5Y | -59.6% | +43.8% | -103.4% | -66.8% |
| 10Y | +26.2% | -22.6% | +48.9% | +28.0% |
| All | +54.3% | -5.7% | +60.0% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling