+20.9%
JD vs INDA
+16.9%
+4.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.1% |
| 7D | +7.9% | +6.1% | +1.8% | +4.3% |
| 30D | +4.8% | +11.7% | -6.9% | -1.7% |
| 3M | -13.9% | +2.1% | -16.0% | -15.0% |
| 6M | -5.8% | +3.2% | -9.0% | -7.7% |
| YTD | +2.4% | -4.9% | +7.3% | +5.1% |
| 1Y | -7.5% | -4.4% | -3.2% | -5.5% |
| 3Y | +20.9% | +17.6% | +3.3% | +13.9% |
| All | +20.9% | +16.9% | +4.0% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling