-5.6%
JD vs P
-0.9%
-4.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.6% |
| 7D | +13.4% | -23.8% | +37.2% | +13.6% |
| 30D | +7.7% | -36.6% | +44.3% | +8.4% |
| 3M | -11.3% | +10.9% | -22.2% | -12.7% |
| 6M | -5.1% | +30.0% | -35.1% | -8.1% |
| YTD | +5.0% | +44.4% | -39.3% | +0.2% |
| 1Y | -5.6% | +3.9% | -9.6% | -9.2% |
| All | -5.6% | -0.9% | -4.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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