+54.3%
JD vs IT
+165.9%
-111.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +3.2% |
| 7D | -1.7% | -6.0% | +4.4% | -0.1% |
| 30D | -13.2% | 0.0% | -13.2% | -13.4% |
| 3M | -3.2% | +13.1% | -16.3% | -8.1% |
| 6M | +15.2% | +11.7% | +3.5% | +8.3% |
| YTD | +2.0% | -26.1% | +28.1% | +8.4% |
| 1Y | -5.4% | -21.3% | +15.9% | -2.4% |
| 3Y | -9.1% | -46.7% | +37.6% | +3.5% |
| 5Y | -59.6% | -40.5% | -19.1% | -56.7% |
| 10Y | +26.2% | +103.9% | -77.7% | -22.8% |
| All | +54.3% | +165.9% | -111.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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