-9.5%
JD vs SM
-7.7%
-1.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -13.2% | +26.3% | -39.5% | -15.6% |
| 3M | -3.2% | +8.7% | -11.9% | -4.6% |
| 6M | +15.2% | +51.7% | -36.5% | +7.5% |
| YTD | +2.0% | +99.0% | -97.1% | -9.3% |
| 1Y | -5.4% | +34.6% | -40.0% | -10.5% |
| All | -9.5% | -7.7% | -1.8% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling