+54.3%
JD vs SIMO
+2,011.9%
-1,957.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | 0.0% |
| 7D | -1.7% | +4.2% | -5.9% | -2.6% |
| 30D | -13.2% | +4.1% | -17.2% | -14.8% |
| 3M | -3.2% | -12.9% | +9.7% | -3.7% |
| 6M | +15.2% | +110.3% | -95.1% | -11.7% |
| YTD | +2.0% | +178.6% | -176.6% | -28.9% |
| 1Y | -5.4% | +220.0% | -225.4% | -37.0% |
| 3Y | -9.1% | +409.0% | -418.1% | -49.0% |
| 5Y | -59.6% | +277.3% | -336.9% | -76.4% |
| 10Y | +26.2% | +506.6% | -480.4% | -41.8% |
| All | +54.3% | +2,011.9% | -1,957.5% | -53.4% |
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