-6.7%
JD vs M
+26.3%
-33.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | +5.2% | +5.0% | +0.2% | +5.1% |
| 30D | +4.5% | +10.6% | -6.1% | +4.3% |
| 3M | -15.4% | +1.6% | -17.0% | -15.7% |
| 6M | -6.0% | +30.8% | -36.9% | -6.2% |
| YTD | +2.2% | +16.9% | -14.7% | +2.4% |
| 1Y | -6.7% | +26.3% | -32.9% | -7.8% |
| All | -6.7% | +26.3% | -33.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling