+20.9%
JD vs M
+142.9%
-122.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.1% | -10.6% | -3.6% |
| 7D | +7.9% | +2.5% | +5.4% | +7.4% |
| 30D | +4.8% | +10.1% | -5.3% | +3.2% |
| 3M | -13.9% | -0.9% | -13.0% | -14.1% |
| 6M | -5.8% | +30.2% | -36.0% | -10.0% |
| YTD | +2.4% | +16.3% | -13.9% | -0.8% |
| 1Y | -7.5% | +27.0% | -34.5% | -12.0% |
| 3Y | +20.9% | +154.5% | -133.6% | +0.8% |
| All | +20.9% | +142.9% | -122.0% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling