-9.5%
JD vs SIMO
+418.6%
-428.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +1.1% |
| 7D | -1.7% | +4.2% | -5.9% | -2.1% |
| 30D | -13.2% | +4.1% | -17.2% | -13.8% |
| 3M | -3.2% | -12.9% | +9.7% | -3.1% |
| 6M | +15.2% | +110.3% | -95.1% | -0.9% |
| YTD | +2.0% | +178.6% | -176.6% | -19.2% |
| 1Y | -5.4% | +220.0% | -225.4% | -27.9% |
| All | -9.5% | +418.6% | -428.1% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling