-21.6%
JD vs SEI
+616.9%
-638.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.4% | -2.1% |
| 7D | +0.4% | +12.4% | -12.0% | -1.2% |
| 30D | +4.2% | -18.3% | +22.5% | +5.6% |
| 3M | -12.8% | +10.4% | -23.2% | -15.5% |
| 6M | -8.8% | -12.9% | +4.1% | -10.0% |
| YTD | +0.5% | +41.8% | -41.3% | -8.2% |
| 1Y | -8.8% | +30.3% | -39.0% | -16.1% |
| 3Y | +18.6% | +697.3% | -678.8% | -25.5% |
| 5Y | -62.2% | +877.0% | -939.2% | -77.7% |
| All | -21.6% | +616.9% | -638.5% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling