+17.8%
JD vs COMP
+353.8%
-336.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.7% | -9.1% | +0.6% |
| 7D | +13.4% | +13.4% | -0.1% | +11.8% |
| 30D | +7.7% | +11.1% | -3.4% | +6.3% |
| 3M | -11.3% | -18.8% | +7.6% | -9.9% |
| 6M | -5.1% | +10.5% | -15.6% | -7.2% |
| YTD | +5.0% | -3.4% | +8.5% | +3.0% |
| 1Y | -5.6% | +19.7% | -25.3% | -9.9% |
| 3Y | +17.8% | +381.6% | -363.8% | -10.0% |
| All | +17.8% | +353.8% | -336.0% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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