+17.8%
JD vs S
+34.5%
-16.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | +13.4% | -13.4% | +26.8% | +14.5% |
| 30D | +7.7% | -14.0% | +21.7% | +8.8% |
| 3M | -11.3% | +4.9% | -16.1% | -12.3% |
| 6M | -5.1% | +42.0% | -47.2% | -9.5% |
| YTD | +5.0% | +45.1% | -40.1% | -0.5% |
| 1Y | -5.6% | +33.1% | -38.7% | -9.9% |
| 3Y | +17.8% | +40.6% | -22.9% | +4.8% |
| All | +17.8% | +34.5% | -16.7% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling