-61.8%
JD vs SCHG
+81.2%
-142.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -2.6% | -2.7% | +0.1% | -0.4% |
| 30D | -15.4% | -2.2% | -13.1% | -13.9% |
| 3M | -5.0% | +6.2% | -11.2% | -9.9% |
| 6M | +0.9% | +13.4% | -12.5% | -9.4% |
| YTD | -2.5% | +7.1% | -9.6% | -8.4% |
| 1Y | -16.0% | +12.5% | -28.5% | -24.2% |
| 3Y | -8.5% | +86.2% | -94.7% | -49.3% |
| 5Y | -61.8% | +83.9% | -145.7% | -78.4% |
| All | -61.8% | +81.2% | -142.9% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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