+0.3%
JD vs SITM
+3,535.1%
-3,534.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -7.9% | -2.7% |
| 7D | +0.4% | +17.2% | -16.7% | -2.9% |
| 30D | +4.2% | -17.1% | +21.3% | +6.4% |
| 3M | -12.8% | -29.2% | +16.4% | -9.4% |
| 6M | -8.8% | -47.6% | +38.8% | -2.1% |
| YTD | +0.5% | +33.8% | -33.3% | -13.0% |
| 1Y | -8.8% | +54.1% | -62.9% | -23.7% |
| 3Y | +18.6% | +337.6% | -319.0% | -28.5% |
| 5Y | -62.2% | +89.7% | -152.0% | -75.3% |
| All | +0.3% | +3,535.1% | -3,534.7% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling