+32.3%
JD vs SIRI
-7.8%
+40.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -4.0% | -3.7% | -0.3% | -3.2% |
| 30D | +2.7% | +20.4% | -17.8% | -1.7% |
| 3M | -13.0% | +12.5% | -25.6% | -15.6% |
| 6M | -12.7% | +23.4% | -36.1% | -17.4% |
| YTD | -0.8% | +65.2% | -66.0% | -13.0% |
| 1Y | -8.9% | +52.4% | -61.3% | -18.6% |
| 3Y | +17.0% | -22.6% | +39.6% | +19.2% |
| 5Y | -63.5% | -41.7% | -21.8% | -62.2% |
| All | +32.3% | -7.8% | +40.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling