+15.9%
JD vs BURL
+89.8%
-73.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +3.7% |
| 7D | +11.7% | +3.5% | +8.3% | +11.1% |
| 30D | +8.1% | -9.3% | +17.4% | +9.6% |
| 3M | -12.0% | -32.1% | +20.1% | -6.8% |
| 6M | -3.5% | -19.8% | +16.3% | -0.6% |
| YTD | +3.3% | -13.2% | +16.5% | +4.7% |
| 1Y | -7.4% | -7.8% | +0.4% | -7.5% |
| All | +15.9% | +89.8% | -73.9% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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