-7.7%
JD vs RF
+5.8%
-13.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +3.2% |
| 7D | +9.0% | +2.3% | +6.7% | +9.1% |
| 30D | +5.2% | +7.2% | -2.0% | +5.8% |
| 3M | -15.9% | -8.2% | -7.7% | -16.9% |
| 6M | -7.7% | +7.0% | -14.7% | -6.2% |
| All | -7.7% | +5.8% | -13.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 6mo: compounded portfolio wealth divided by compounded RF 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…
6mo analysis · Full analysis span regression · 6 months rolling