+54.3%
JD vs BURL
+832.9%
-778.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | -1.7% | -2.8% | +1.1% | -1.1% |
| 30D | -13.2% | -28.2% | +15.0% | -6.9% |
| 3M | -3.2% | -17.6% | +14.4% | +0.6% |
| 6M | +15.2% | -11.8% | +27.0% | +17.3% |
| YTD | +2.0% | -8.1% | +10.1% | +2.7% |
| 1Y | -5.4% | -12.0% | +6.6% | -4.4% |
| 3Y | -9.1% | +63.3% | -72.4% | -22.4% |
| 5Y | -59.6% | -10.8% | -48.8% | -62.1% |
| 10Y | +26.2% | +215.9% | -189.7% | -16.2% |
| All | +54.3% | +832.9% | -778.6% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling