-6.3%
JD vs RUN
-35.6%
+29.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.4% |
| 7D | -0.8% | +10.2% | -10.9% | -1.7% |
| 30D | -16.0% | -9.6% | -6.4% | -15.4% |
| 3M | -3.2% | -31.5% | +28.3% | -0.4% |
| 6M | +6.1% | -18.7% | +24.8% | +6.6% |
| YTD | -0.1% | -49.9% | +49.8% | +3.9% |
| 1Y | -12.7% | -45.5% | +32.8% | -10.5% |
| 3Y | -6.3% | -34.1% | +27.8% | -18.3% |
| All | -6.3% | -35.6% | +29.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling