-6.3%
JD vs QS
-19.7%
+13.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.3% |
| 7D | -0.8% | +2.2% | -3.0% | -1.0% |
| 30D | -16.0% | -8.1% | -8.0% | -15.3% |
| 3M | -3.2% | -27.0% | +23.8% | -0.4% |
| 6M | +6.1% | -16.4% | +22.5% | +6.8% |
| YTD | -0.1% | -46.4% | +46.2% | +5.4% |
| 1Y | -12.7% | -41.1% | +28.4% | -10.8% |
| 3Y | -6.3% | -18.6% | +12.3% | -14.6% |
| All | -6.3% | -19.7% | +13.4% | -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