+1.8%
JD vs SITM
+4,608.4%
-4,606.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.7% | +0.7% |
| 7D | -1.7% | +9.7% | -11.4% | -3.3% |
| 30D | -13.2% | +12.7% | -25.9% | -16.0% |
| 3M | -3.2% | -13.4% | +10.2% | -3.2% |
| 6M | +15.2% | +59.6% | -44.4% | -0.2% |
| YTD | +2.0% | +73.3% | -71.3% | -14.1% |
| 1Y | -5.4% | +165.5% | -170.9% | -28.3% |
| 3Y | -9.1% | +368.7% | -377.8% | -44.6% |
| 5Y | -59.6% | +172.5% | -232.1% | -74.9% |
| All | +1.8% | +4,608.4% | -4,606.6% | -58.9% |
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