-62.4%
JD vs S
-71.1%
+8.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -4.1% | +2.0% | -6.1% | -4.7% |
| 30D | +4.6% | -2.7% | +7.3% | +4.5% |
| 3M | -4.7% | -6.9% | +2.1% | -4.8% |
| 6M | -17.4% | +38.1% | -55.4% | -25.3% |
| YTD | +0.7% | +48.0% | -47.3% | -11.5% |
| 1Y | -5.9% | +34.5% | -40.3% | -15.8% |
| 3Y | +18.9% | +38.3% | -19.4% | -3.1% |
| All | -62.4% | -71.1% | +8.8% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling