-62.5%
JD vs COMP
-52.8%
-9.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.7% | -4.7% | +1.8% |
| 7D | +9.0% | +9.5% | -0.5% | +7.3% |
| 30D | +5.2% | +8.1% | -2.9% | +3.6% |
| 3M | -15.9% | -16.3% | +0.4% | -14.0% |
| 6M | -7.7% | +42.2% | -49.9% | -15.0% |
| YTD | +0.1% | -5.0% | +5.1% | -2.5% |
| 1Y | -9.7% | +20.1% | -29.8% | -15.9% |
| 3Y | +12.9% | +358.4% | -345.6% | -24.7% |
| 5Y | -60.6% | -21.9% | -38.7% | -65.5% |
| All | -62.5% | -52.8% | -9.7% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling