-59.6%
JD vs S
-56.8%
-2.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -1.7% | -7.7% | +6.0% | -0.1% |
| 30D | -13.2% | -5.3% | -7.8% | -12.7% |
| 3M | -3.2% | +20.3% | -23.5% | -8.0% |
| 6M | +15.2% | +47.4% | -32.1% | +3.5% |
| YTD | +2.0% | +32.5% | -30.6% | -6.6% |
| 1Y | -5.4% | +9.5% | -14.9% | -10.1% |
| 3Y | -9.1% | +15.5% | -24.6% | -20.7% |
| 5Y | -59.6% | -71.2% | +11.6% | -56.4% |
| All | -59.6% | -56.8% | -2.8% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling