-7.2%
JD vs INDA
-5.0%
-2.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +5.2% | +6.2% | -1.0% | +2.0% |
| 30D | +4.5% | +12.4% | -7.9% | -1.2% |
| 3M | -15.4% | +3.2% | -18.6% | -16.8% |
| 6M | -6.0% | +3.8% | -9.8% | -7.8% |
| YTD | +2.2% | -4.3% | +6.5% | +0.1% |
| All | -7.2% | -5.0% | -2.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling