+54.3%
JD vs SAN
+139.5%
-85.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -1.7% | +1.8% | -3.4% | -2.3% |
| 30D | -13.2% | +2.0% | -15.1% | -13.8% |
| 3M | -3.2% | +19.7% | -22.9% | -9.6% |
| 6M | +15.2% | +30.6% | -15.4% | +3.8% |
| YTD | +2.0% | +28.8% | -26.9% | -8.1% |
| 1Y | -5.4% | +57.8% | -63.1% | -20.8% |
| 3Y | -9.1% | +338.1% | -347.2% | -48.1% |
| 5Y | -59.6% | +384.2% | -443.8% | -78.2% |
| 10Y | +26.2% | +353.1% | -326.9% | -33.8% |
| All | +54.3% | +139.5% | -85.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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