+56.4%
JD vs M
-29.3%
+85.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.9% | +9.2% | +4.1% |
| 7D | +11.7% | -2.1% | +13.9% | +12.0% |
| 30D | +8.1% | +7.7% | +0.4% | +6.8% |
| 3M | -12.0% | -4.4% | -7.6% | -11.6% |
| 6M | -3.5% | +27.5% | -31.0% | -7.6% |
| YTD | +3.3% | +12.8% | -9.4% | +0.4% |
| 1Y | -7.4% | +20.7% | -28.1% | -11.2% |
| 3Y | +16.6% | +111.3% | -94.7% | -0.2% |
| 5Y | -57.9% | -6.3% | -51.5% | -60.9% |
| 10Y | +32.6% | +1.5% | +31.1% | +20.3% |
| All | +56.4% | -29.3% | +85.7% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling