-6.7%
JD vs QS
-74.1%
+67.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.1% |
| 7D | +5.2% | +8.0% | -2.8% | +4.1% |
| 30D | +4.5% | -2.8% | +7.3% | +4.5% |
| 3M | -15.4% | -28.1% | +12.7% | -12.5% |
| 6M | -6.0% | -41.0% | +34.9% | -1.3% |
| YTD | +2.2% | -57.3% | +59.5% | +11.9% |
| 1Y | -6.7% | -72.7% | +66.0% | +7.5% |
| All | -6.7% | -74.1% | +67.5% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling