+18.6%
JD vs SITM
+344.7%
-326.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -7.9% | -2.2% |
| 7D | +0.4% | +17.2% | -16.7% | -1.5% |
| 30D | +4.2% | -17.1% | +21.3% | +5.7% |
| 3M | -12.8% | -29.2% | +16.4% | -10.6% |
| 6M | -8.8% | -47.6% | +38.8% | -4.0% |
| YTD | +0.5% | +33.8% | -33.3% | -9.8% |
| 1Y | -8.8% | +54.1% | -62.9% | -20.4% |
| All | +18.6% | +344.7% | -326.1% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling