-14.3%
JD vs Q
+75.8%
-90.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.2% |
| 7D | +5.2% | +4.0% | +1.2% | +5.1% |
| 30D | +4.5% | -2.3% | +6.8% | +4.6% |
| 3M | -15.4% | -7.9% | -7.5% | -15.2% |
| 6M | -6.0% | -16.0% | +9.9% | -5.9% |
| YTD | +2.2% | +51.7% | -49.5% | -5.1% |
| 1Y | -6.7% | +28.3% | -35.0% | -13.9% |
| All | -14.3% | +75.8% | -90.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling