+51.2%
JD vs INDA
+89.6%
-38.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -0.9% |
| 7D | -0.8% | -1.0% | +0.2% | -0.1% |
| 30D | -16.0% | -2.5% | -13.5% | -14.6% |
| 3M | -3.2% | +4.0% | -7.2% | -5.9% |
| 6M | +6.1% | -1.8% | +7.9% | +7.0% |
| YTD | -0.1% | -9.2% | +9.1% | +6.2% |
| 1Y | -12.7% | -7.2% | -5.5% | -8.7% |
| 3Y | -6.3% | +9.8% | -16.1% | -13.2% |
| 5Y | -61.3% | +7.5% | -68.8% | -63.3% |
| 10Y | +17.6% | +80.8% | -63.2% | -19.4% |
| All | +51.2% | +89.6% | -38.5% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling