+24.0%
JD vs QS
-25.8%
+49.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.2% |
| 7D | +13.4% | +5.4% | +7.9% | +12.6% |
| 30D | +7.7% | -5.3% | +13.0% | +8.1% |
| 3M | -11.3% | -22.6% | +11.3% | -9.1% |
| 6M | -5.1% | -46.2% | +41.0% | +0.2% |
| YTD | +5.0% | -58.9% | +64.0% | +13.5% |
| 1Y | -5.6% | -73.1% | +67.4% | +6.5% |
| All | +24.0% | -25.8% | +49.8% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling