+51.4%
JD vs RF
+339.5%
-288.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.6% |
| 7D | +9.0% | +2.3% | +6.7% | +8.3% |
| 30D | +5.2% | +7.2% | -2.0% | +3.0% |
| 3M | -15.9% | -8.2% | -7.7% | -13.9% |
| 6M | -7.7% | +7.0% | -14.7% | -9.9% |
| YTD | +0.1% | +10.3% | -10.2% | -3.6% |
| 1Y | -9.7% | +25.1% | -34.8% | -16.3% |
| 3Y | +12.9% | +110.3% | -97.4% | -12.4% |
| 5Y | -60.6% | +47.1% | -107.7% | -66.5% |
| 10Y | +28.4% | +297.9% | -269.5% | -29.3% |
| All | +51.4% | +339.5% | -288.1% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling