-7.2%
JD vs MKTX
-25.2%
+18.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -15.4% | +0.8% | -16.2% | -15.4% |
| 3M | -5.0% | +41.1% | -46.2% | -7.8% |
| 6M | +0.9% | -9.5% | +10.5% | +1.7% |
| YTD | -2.5% | -8.7% | +6.2% | -1.9% |
| 1Y | -16.0% | -10.0% | -6.1% | -15.3% |
| All | -7.2% | -25.2% | +18.1% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling