-18.5%
JD vs MKTX
-10.6%
-8.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.2% | -0.2% | -4.0% | -4.3% |
| 30D | -14.4% | +0.7% | -15.1% | -14.4% |
| 3M | -3.6% | +40.8% | -44.4% | -2.1% |
| 6M | -0.3% | -8.0% | +7.7% | -6.9% |
| YTD | -2.4% | -8.7% | +6.4% | -9.5% |
| 1Y | -18.5% | -11.8% | -6.7% | -26.5% |
| All | -18.5% | -10.6% | -8.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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