-61.3%
JD vs PL
+82.7%
-143.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.1% |
| 7D | -1.7% | -9.3% | +7.6% | -0.4% |
| 30D | -13.2% | -18.9% | +5.8% | -10.8% |
| 3M | -3.2% | -58.4% | +55.2% | +7.9% |
| 6M | +15.2% | -30.3% | +45.5% | +15.6% |
| YTD | +2.0% | -8.1% | +10.1% | -3.4% |
| 1Y | -5.4% | +180.5% | -185.9% | -29.3% |
| 3Y | -9.1% | +444.1% | -453.3% | -47.9% |
| All | -61.3% | +82.7% | -143.9% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling