+30.1%
JD vs QSR
+218.5%
-188.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -1.7% | +2.4% | -4.1% | -2.6% |
| 30D | -13.2% | +7.6% | -20.8% | -15.7% |
| 3M | -3.2% | +12.6% | -15.8% | -7.8% |
| 6M | +15.2% | +14.4% | +0.9% | +8.4% |
| YTD | +2.0% | +19.6% | -17.6% | -6.0% |
| 1Y | -5.4% | +33.9% | -39.3% | -16.8% |
| 3Y | -9.1% | +27.1% | -36.2% | -19.1% |
| 5Y | -59.6% | +48.5% | -108.2% | -66.3% |
| 10Y | +26.2% | +126.2% | -100.0% | -13.7% |
| All | +30.1% | +218.5% | -188.4% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling