+15.9%
JD vs P
+166.1%
-150.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -16.4% | +19.7% | +4.0% |
| 7D | +11.7% | -31.9% | +43.6% | +13.7% |
| 30D | +8.1% | -36.5% | +44.6% | +10.3% |
| 3M | -12.0% | +11.6% | -23.6% | -13.7% |
| 6M | -3.5% | +25.2% | -28.7% | -6.7% |
| YTD | +3.3% | +39.4% | -36.1% | -1.3% |
| 1Y | -7.4% | -3.7% | -3.7% | -9.6% |
| All | +15.9% | +166.1% | -150.2% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling