+59.0%
JD vs IT
+171.1%
-112.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.7% | +2.7% |
| 7D | +13.4% | -16.9% | +30.3% | +18.5% |
| 30D | +7.7% | +2.3% | +5.4% | +6.0% |
| 3M | -11.3% | +2.9% | -14.1% | -13.4% |
| 6M | -5.1% | +25.9% | -31.0% | -14.6% |
| YTD | +5.0% | -24.6% | +29.7% | +9.6% |
| 1Y | -5.6% | -16.0% | +10.4% | -5.4% |
| 3Y | +17.8% | -51.6% | +69.3% | +38.2% |
| 5Y | -57.2% | -42.6% | -14.5% | -53.9% |
| 10Y | +34.8% | +103.6% | -68.8% | -18.0% |
| All | +59.0% | +171.1% | -112.2% | -12.0% |
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