+16.4%
JD vs P
+485.4%
-469.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | -1.7% | +6.5% | -8.2% | -2.9% |
| 30D | -13.2% | +18.8% | -32.0% | -16.7% |
| 3M | -3.2% | +26.7% | -29.9% | -9.2% |
| 6M | +15.2% | +62.2% | -46.9% | +1.6% |
| YTD | +2.0% | +48.5% | -46.5% | -9.0% |
| 1Y | -5.4% | +26.4% | -31.8% | -14.2% |
| 3Y | -9.1% | +159.4% | -168.5% | -35.5% |
| 5Y | -59.6% | +275.8% | -335.4% | -74.6% |
| 10Y | +26.2% | +732.0% | -705.8% | -34.5% |
| All | +16.4% | +485.4% | -469.0% | -41.3% |
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