-61.6%
JD vs SITM
+164.5%
-226.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -2.2% |
| 7D | -3.0% | +3.7% | -6.7% | -3.7% |
| 30D | -19.3% | -14.5% | -4.8% | -17.3% |
| 3M | -6.0% | -10.6% | +4.5% | -6.5% |
| 6M | +1.8% | +65.5% | -63.7% | -13.6% |
| YTD | -2.6% | +67.0% | -69.6% | -18.8% |
| 1Y | -17.4% | +138.6% | -156.0% | -38.1% |
| 3Y | -8.6% | +421.8% | -430.4% | -50.3% |
| 5Y | -61.6% | +172.4% | -234.0% | -78.5% |
| All | -61.6% | +164.5% | -226.1% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling