-11.8%
JD vs Q
+66.4%
-78.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +1.4% |
| 7D | +13.4% | +0.3% | +13.1% | +13.3% |
| 30D | +7.7% | -9.8% | +17.5% | +8.0% |
| 3M | -11.3% | -12.2% | +0.9% | -11.0% |
| 6M | -5.1% | -21.6% | +16.5% | -4.7% |
| YTD | +5.0% | +43.6% | -38.5% | -2.3% |
| 1Y | -5.6% | +25.7% | -31.3% | -12.8% |
| All | -11.8% | +66.4% | -78.2% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling