-63.5%
JD vs SM
+5.1%
-68.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -1.9% |
| 7D | -4.0% | +10.6% | -14.6% | -5.2% |
| 30D | +2.7% | -15.0% | +17.6% | +4.2% |
| 3M | -13.0% | +1.7% | -14.7% | -14.0% |
| 6M | -12.7% | +5.9% | -18.6% | -14.7% |
| YTD | -0.8% | +79.0% | -79.8% | -11.4% |
| 1Y | -8.9% | +84.7% | -93.6% | -19.2% |
| 3Y | +17.0% | -3.5% | +20.5% | +11.8% |
| 5Y | -63.5% | +4.9% | -68.4% | -66.1% |
| All | -63.5% | +5.1% | -68.6% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling