+54.3%
JD vs GEN
+281.0%
-226.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +2.4% |
| 7D | -1.7% | -1.2% | -0.5% | -1.4% |
| 30D | -13.2% | +10.1% | -23.3% | -15.3% |
| 3M | -3.2% | +16.1% | -19.3% | -6.9% |
| 6M | +15.2% | +38.9% | -23.6% | +5.4% |
| YTD | +2.0% | +14.4% | -12.5% | -2.4% |
| 1Y | -5.4% | +5.9% | -11.2% | -7.7% |
| 3Y | -9.1% | +58.8% | -67.9% | -20.8% |
| 5Y | -59.6% | +24.7% | -84.3% | -64.1% |
| 10Y | +26.2% | +163.1% | -136.8% | -20.2% |
| All | +54.3% | +281.0% | -226.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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