+16.5%
JD vs SIRI
-10.2%
+26.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -4.2% | +0.6% | -4.8% | -4.4% |
| 30D | -14.4% | +2.5% | -16.9% | -15.0% |
| 3M | -3.6% | +6.6% | -10.2% | -5.3% |
| 6M | -0.3% | +32.9% | -33.2% | -7.4% |
| YTD | -2.4% | +50.5% | -52.8% | -12.4% |
| 1Y | -18.5% | +28.0% | -46.5% | -24.3% |
| 3Y | -7.0% | -22.4% | +15.4% | -6.9% |
| 5Y | -61.7% | -41.3% | -20.4% | -61.2% |
| All | +16.5% | -10.2% | +26.8% | -6.8% |
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