+34.4%
JD vs SM
+18.0%
+16.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.1% | +9.4% | -13.5% | -4.8% |
| 30D | +4.6% | -14.4% | +19.0% | +5.6% |
| 3M | -4.7% | +1.6% | -6.3% | -5.3% |
| 6M | -17.4% | +6.3% | -23.7% | -18.5% |
| YTD | +0.7% | +78.8% | -78.1% | -5.4% |
| 1Y | -5.9% | +83.1% | -89.0% | -11.9% |
| 3Y | +18.9% | -5.9% | +24.8% | +16.1% |
| 5Y | -62.9% | +4.8% | -67.8% | -64.7% |
| All | +34.4% | +18.0% | +16.3% | +14.7% |
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