-58.4%
JD vs COMP
-18.6%
-39.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | +0.9% |
| 7D | +5.2% | +7.2% | -2.0% | +3.7% |
| 30D | +4.5% | +6.4% | -1.9% | +3.0% |
| 3M | -15.4% | -19.4% | +4.0% | -13.2% |
| 6M | -6.0% | +14.6% | -20.6% | -9.9% |
| YTD | +2.2% | -5.5% | +7.6% | -0.7% |
| 1Y | -6.7% | +13.7% | -20.3% | -12.3% |
| 3Y | +20.5% | +409.7% | -389.2% | -21.1% |
| 5Y | -58.4% | -17.0% | -41.4% | -67.0% |
| All | -58.4% | -18.6% | -39.8% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling