+18.0%
JD vs P
+449.6%
-431.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -16.4% | +19.7% | +6.2% |
| 7D | +11.7% | -31.9% | +43.6% | +19.0% |
| 30D | +8.1% | -36.5% | +44.6% | +16.1% |
| 3M | -12.0% | +11.6% | -23.6% | -16.1% |
| 6M | -3.5% | +25.2% | -28.7% | -11.7% |
| YTD | +3.3% | +39.4% | -36.1% | -8.4% |
| 1Y | -7.4% | -3.7% | -3.7% | -12.7% |
| 3Y | +16.6% | +167.3% | -150.7% | -19.8% |
| 5Y | -57.9% | +237.3% | -295.2% | -73.3% |
| 10Y | +32.6% | +698.6% | -666.0% | -31.9% |
| All | +18.0% | +449.6% | -431.7% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling