-61.3%
JD vs COMP
-31.2%
-30.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | -1.7% | +1.4% | -3.0% | -1.9% |
| 30D | -13.2% | -13.3% | +0.2% | -11.3% |
| 3M | -3.2% | +41.1% | -44.3% | -9.5% |
| 6M | +15.2% | +17.2% | -1.9% | +9.5% |
| YTD | +2.0% | +5.2% | -3.2% | -1.9% |
| 1Y | -5.4% | +18.9% | -24.3% | -11.6% |
| 3Y | -9.1% | +215.9% | -225.0% | -34.5% |
| All | -61.3% | -31.2% | -30.1% | -62.9% |
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