-58.0%
JD vs QS
-88.0%
+29.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.8% | -9.3% | -3.7% |
| 7D | +7.9% | +13.7% | -5.8% | +5.3% |
| 30D | +4.8% | -0.2% | +5.0% | +4.4% |
| 3M | -13.9% | -24.8% | +10.9% | -10.1% |
| 6M | -5.8% | -39.4% | +33.6% | +0.5% |
| YTD | +2.4% | -56.1% | +58.6% | +14.8% |
| 1Y | -7.5% | -72.5% | +65.0% | +12.5% |
| 3Y | +20.9% | -16.3% | +37.2% | -2.5% |
| 5Y | -58.0% | -87.6% | +29.5% | -45.4% |
| All | -58.0% | -88.0% | +29.9% | -45.4% |
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