-60.6%
JD vs QSR
+45.8%
-106.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -0.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -16.0% | +5.9% | -22.0% | -18.6% |
| 3M | -3.2% | +10.5% | -13.7% | -8.4% |
| 6M | +6.1% | +7.7% | -1.7% | +0.6% |
| YTD | -0.1% | +16.8% | -16.9% | -9.9% |
| 1Y | -12.7% | +30.9% | -43.6% | -26.8% |
| 3Y | -6.3% | +28.2% | -34.5% | -22.8% |
| All | -60.6% | +45.8% | -106.4% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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