+17.8%
JD vs SIMO
+214.6%
-196.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.5% | +1.4% |
| 7D | +13.4% | -22.0% | +35.4% | +15.0% |
| 30D | +7.7% | -43.0% | +50.7% | +11.6% |
| 3M | -11.3% | -39.1% | +27.9% | -9.0% |
| 6M | -5.1% | -33.3% | +28.1% | -5.3% |
| YTD | +5.0% | +77.0% | -71.9% | -13.9% |
| 1Y | -5.6% | +73.0% | -78.7% | -22.4% |
| 3Y | +17.8% | +215.7% | -198.0% | -26.8% |
| All | +17.8% | +214.6% | -196.8% | -26.8% |
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