+54.3%
JD vs RF
+360.6%
-306.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | -13.2% | -3.6% | -9.5% | -12.3% |
| 3M | -3.2% | +8.1% | -11.3% | -5.6% |
| 6M | +15.2% | +11.5% | +3.8% | +11.0% |
| YTD | +2.0% | +15.6% | -13.6% | -3.0% |
| 1Y | -5.4% | +15.7% | -21.1% | -10.2% |
| 3Y | -9.1% | +86.9% | -96.0% | -27.0% |
| 5Y | -59.6% | +89.8% | -149.4% | -68.0% |
| 10Y | +26.2% | +344.7% | -318.4% | -33.5% |
| All | +54.3% | +360.6% | -306.2% | -22.5% |
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