+0.6%
JD vs SITM
+3,319.5%
-3,319.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.1% | +2.5% |
| 7D | -4.1% | +6.6% | -10.7% | -5.4% |
| 30D | +4.6% | -15.3% | +19.9% | +6.4% |
| 3M | -4.7% | -35.4% | +30.6% | +0.5% |
| 6M | -17.4% | -46.8% | +29.4% | -11.6% |
| YTD | +0.7% | +25.9% | -25.1% | -11.9% |
| 1Y | -5.9% | +54.0% | -59.9% | -21.5% |
| 3Y | +18.9% | +315.6% | -296.7% | -27.8% |
| 5Y | -62.9% | +74.4% | -137.4% | -75.4% |
| All | +0.6% | +3,319.5% | -3,319.0% | -57.9% |
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