+56.4%
JD vs SIMO
+1,188.1%
-1,131.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -14.4% | +17.7% | +6.2% |
| 7D | +11.7% | -31.4% | +43.1% | +19.6% |
| 30D | +8.1% | -45.2% | +53.2% | +20.3% |
| 3M | -12.0% | -36.5% | +24.5% | -6.7% |
| 6M | -3.5% | -34.2% | +30.7% | -2.0% |
| YTD | +3.3% | +69.9% | -66.6% | -22.2% |
| 1Y | -7.4% | +60.4% | -67.8% | -29.4% |
| 3Y | +16.6% | +203.1% | -186.5% | -28.8% |
| 5Y | -57.9% | +145.4% | -203.3% | -73.9% |
| 10Y | +32.6% | +368.9% | -336.3% | -37.0% |
| All | +56.4% | +1,188.1% | -1,131.7% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling