-9.5%
JD vs P
+158.6%
-168.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.8% |
| 7D | -1.7% | +6.5% | -8.2% | -2.1% |
| 30D | -13.2% | +18.8% | -32.0% | -14.7% |
| 3M | -3.2% | +26.7% | -29.9% | -5.7% |
| 6M | +15.2% | +62.2% | -46.9% | +9.1% |
| YTD | +2.0% | +48.5% | -46.5% | -2.8% |
| 1Y | -5.4% | +26.4% | -31.8% | -9.1% |
| All | -9.5% | +158.6% | -168.1% | -22.2% |
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 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