-5.4%
JD vs S
+10.1%
-15.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | -1.7% | -7.7% | +6.0% | -1.5% |
| 30D | -13.2% | -5.3% | -7.8% | -13.2% |
| 3M | -3.2% | +20.3% | -23.5% | -4.6% |
| 6M | +15.2% | +47.4% | -32.1% | +11.7% |
| YTD | +2.0% | +32.5% | -30.6% | -0.6% |
| 1Y | -5.4% | +9.5% | -14.9% | -5.4% |
| All | -5.4% | +10.1% | -15.5% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling