-6.3%
JD vs INDA
+10.1%
-16.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.1% |
| 7D | -0.8% | -1.0% | +0.2% | -0.2% |
| 30D | -16.0% | -2.5% | -13.5% | -14.7% |
| 3M | -3.2% | +4.0% | -7.2% | -5.6% |
| 6M | +6.1% | -1.8% | +7.9% | +6.9% |
| YTD | -0.1% | -9.2% | +9.1% | +5.7% |
| 1Y | -12.7% | -7.2% | -5.5% | -9.1% |
| 3Y | -6.3% | +9.8% | -16.1% | -21.0% |
| All | -6.3% | +10.1% | -16.4% | -21.0% |
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