+51.2%
JD vs SCHG
+564.2%
-513.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.3% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -16.0% | -1.5% | -14.6% | -14.9% |
| 3M | -3.2% | +4.4% | -7.6% | -7.6% |
| 6M | +6.1% | +15.7% | -9.7% | -8.7% |
| YTD | -0.1% | +8.3% | -8.4% | -8.4% |
| 1Y | -12.7% | +14.2% | -27.0% | -24.1% |
| 3Y | -6.3% | +88.3% | -94.6% | -53.3% |
| 5Y | -61.3% | +83.5% | -144.8% | -80.2% |
| 10Y | +17.6% | +444.2% | -426.6% | -84.0% |
| All | +51.2% | +564.2% | -513.0% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling