-61.6%
JD vs SIRI
-44.1%
-17.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -3.0% | -3.9% | +0.9% | -2.5% |
| 30D | -19.3% | -0.8% | -18.5% | -19.3% |
| 3M | -6.0% | +4.3% | -10.3% | -6.7% |
| 6M | +1.8% | +34.1% | -32.3% | -2.7% |
| YTD | -2.6% | +47.3% | -49.9% | -8.3% |
| 1Y | -17.4% | +22.9% | -40.4% | -20.4% |
| 3Y | -8.6% | -24.6% | +16.0% | -7.6% |
| 5Y | -61.6% | -43.2% | -18.4% | -64.2% |
| All | -61.6% | -44.1% | -17.5% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling