-61.3%
JD vs QS
-74.6%
+13.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.4% |
| 7D | -0.8% | +2.2% | -3.0% | -1.2% |
| 30D | -16.0% | -8.1% | -8.0% | -14.9% |
| 3M | -3.2% | -27.0% | +23.8% | +1.0% |
| 6M | +6.1% | -16.4% | +22.5% | +7.1% |
| YTD | -0.1% | -46.4% | +46.2% | +8.3% |
| 1Y | -12.7% | -41.1% | +28.4% | -10.2% |
| 3Y | -6.3% | -18.6% | +12.3% | -21.1% |
| 5Y | -61.3% | -73.0% | +11.7% | -60.8% |
| All | -61.3% | -74.6% | +13.2% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling