+54.3%
JD vs M
-33.2%
+87.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.5% |
| 7D | -1.7% | +4.7% | -6.4% | -2.3% |
| 30D | -13.2% | -9.6% | -3.5% | -11.9% |
| 3M | -3.2% | +0.9% | -4.0% | -3.6% |
| 6M | +15.2% | +22.3% | -7.0% | +11.1% |
| YTD | +2.0% | +6.5% | -4.5% | +0.1% |
| 1Y | -5.4% | +38.8% | -44.1% | -11.0% |
| 3Y | -9.1% | +115.9% | -125.0% | -22.4% |
| 5Y | -59.6% | +28.6% | -88.2% | -63.3% |
| 10Y | +26.2% | -2.5% | +28.8% | +15.3% |
| All | +54.3% | -33.2% | +87.6% | +59.1% |
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