-58.0%
JD vs INDA
+9.4%
-67.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.5% |
| 7D | +7.9% | +6.1% | +1.8% | +2.1% |
| 30D | +4.8% | +11.7% | -6.9% | -5.5% |
| 3M | -13.9% | +2.1% | -16.0% | -15.6% |
| 6M | -5.8% | +3.2% | -9.0% | -9.0% |
| YTD | +2.4% | -4.9% | +7.3% | +7.1% |
| 1Y | -7.5% | -4.4% | -3.2% | -4.1% |
| 3Y | +20.9% | +17.6% | +3.3% | -6.8% |
| 5Y | -58.0% | +9.9% | -67.9% | -64.0% |
| All | -58.0% | +9.4% | -67.5% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling