+21.5%
JD vs SM
+5.6%
+15.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -13.2% | +26.3% | -39.5% | -14.9% |
| 3M | -3.2% | +8.7% | -11.9% | -4.2% |
| 6M | +15.2% | +51.7% | -36.5% | +10.5% |
| YTD | +2.0% | +99.0% | -97.1% | -4.6% |
| 1Y | -5.4% | +34.6% | -40.0% | -8.8% |
| 3Y | -9.1% | -7.8% | -1.4% | -10.9% |
| 5Y | -59.6% | +104.8% | -164.4% | -63.2% |
| All | +21.5% | +5.6% | +15.9% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling