+15.9%
JD vs PL
+403.1%
-387.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -10.1% | +13.4% | +4.1% |
| 7D | +11.7% | -20.5% | +32.3% | +13.6% |
| 30D | +8.1% | -38.8% | +46.8% | +12.1% |
| 3M | -12.0% | -49.1% | +37.1% | -7.5% |
| 6M | -3.5% | -69.4% | +65.9% | +4.6% |
| YTD | +3.3% | -42.3% | +45.7% | +3.1% |
| 1Y | -7.4% | -14.2% | +6.8% | -12.4% |
| All | +15.9% | +403.1% | -387.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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