-6.3%
JD vs SEI
+565.9%
-572.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +16.3% | -18.3% | -3.0% |
| 7D | -0.8% | +28.8% | -29.6% | -2.4% |
| 30D | -16.0% | +10.4% | -26.4% | -16.7% |
| 3M | -3.2% | -11.4% | +8.2% | -3.0% |
| 6M | +6.1% | +31.2% | -25.1% | +2.9% |
| YTD | -0.1% | +39.7% | -39.8% | -3.9% |
| 1Y | -12.7% | +149.0% | -161.7% | -19.7% |
| 3Y | -6.3% | +560.2% | -566.5% | -30.8% |
| All | -6.3% | +565.9% | -572.2% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling