-9.7%
JD vs SM
+70.4%
-80.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -15.3% | +18.3% | +2.3% |
| 7D | +9.0% | -21.5% | +30.4% | +7.9% |
| 30D | +5.2% | -11.4% | +16.6% | +4.5% |
| 3M | -15.9% | +0.6% | -16.5% | -16.4% |
| 6M | -7.7% | +0.2% | -7.9% | -8.2% |
| YTD | +0.1% | +69.7% | -69.6% | -3.1% |
| 1Y | -9.7% | +71.6% | -81.3% | -12.6% |
| All | -9.7% | +70.4% | -80.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling