-5.4%
JD vs SIMO
+226.2%
-231.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +1.7% |
| 7D | -1.7% | +4.2% | -5.9% | -1.8% |
| 30D | -13.2% | +4.1% | -17.2% | -13.3% |
| 3M | -3.2% | -12.9% | +9.7% | -3.1% |
| 6M | +15.2% | +110.3% | -95.1% | +7.4% |
| YTD | +2.0% | +178.6% | -176.6% | -12.5% |
| 1Y | -5.4% | +220.0% | -225.4% | -22.3% |
| All | -5.4% | +226.2% | -231.6% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling