-57.1%
JD vs RUN
-82.6%
+25.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +13.4% | +33.4% | -20.1% | +8.8% |
| 30D | +7.7% | +31.1% | -23.4% | +3.5% |
| 3M | -11.3% | +6.4% | -17.7% | -12.6% |
| 6M | -5.1% | -22.2% | +17.1% | -3.5% |
| YTD | +5.0% | -45.8% | +50.8% | +9.9% |
| 1Y | -5.6% | -51.1% | +45.5% | -0.4% |
| 3Y | +17.8% | -3.0% | +20.8% | -9.9% |
| All | -57.1% | -82.6% | +25.4% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling