-61.8%
JD vs MKTX
-60.6%
-1.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.5% |
| 3M | -5.0% | +41.1% | -46.2% | -12.2% |
| 6M | +0.9% | -9.5% | +10.5% | +2.8% |
| YTD | -2.5% | -8.7% | +6.2% | -1.1% |
| 1Y | -16.0% | -10.0% | -6.1% | -14.7% |
| 3Y | -8.5% | -24.6% | +16.1% | -6.2% |
| 5Y | -61.8% | -60.3% | -1.5% | -52.9% |
| All | -61.8% | -60.6% | -1.2% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling