-61.3%
JD vs P
+276.6%
-337.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.7% |
| 7D | -1.7% | +6.5% | -8.2% | -2.6% |
| 30D | -13.2% | +18.8% | -32.0% | -15.9% |
| 3M | -3.2% | +26.7% | -29.9% | -7.7% |
| 6M | +15.2% | +62.2% | -46.9% | +4.4% |
| YTD | +2.0% | +48.5% | -46.5% | -6.7% |
| 1Y | -5.4% | +26.4% | -31.8% | -12.3% |
| 3Y | -9.1% | +159.4% | -168.5% | -34.2% |
| All | -61.3% | +276.6% | -337.9% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling