-61.3%
JD vs SIMO
+269.6%
-330.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +0.6% |
| 7D | -1.7% | +4.2% | -5.9% | -2.3% |
| 30D | -13.2% | +4.1% | -17.2% | -14.3% |
| 3M | -3.2% | -12.9% | +9.7% | -3.3% |
| 6M | +15.2% | +110.3% | -95.1% | -7.0% |
| YTD | +2.0% | +178.6% | -176.6% | -24.8% |
| 1Y | -5.4% | +220.0% | -225.4% | -33.1% |
| 3Y | -9.1% | +409.0% | -418.1% | -46.0% |
| All | -61.3% | +269.6% | -330.8% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling