+52.1%
JD vs INDA
+99.3%
-47.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | +0.4% | +3.1% | -2.7% | -1.7% |
| 30D | +4.2% | +11.3% | -7.1% | -3.0% |
| 3M | -12.8% | +3.0% | -15.7% | -14.5% |
| 6M | -8.8% | +6.5% | -15.3% | -12.9% |
| YTD | +0.5% | -4.6% | +5.0% | +3.3% |
| 1Y | -8.8% | -5.8% | -3.0% | -5.5% |
| 3Y | +18.6% | +16.8% | +1.8% | +5.1% |
| 5Y | -62.2% | +10.4% | -72.6% | -64.9% |
| 10Y | +32.2% | +116.8% | -84.6% | -19.4% |
| All | +52.1% | +99.3% | -47.2% | 0.0% |
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 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