+54.3%
JD vs SM
-46.4%
+100.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 1Y | -5.4% | +34.6% | -40.0% | -8.7% |
| 3Y | -9.1% | -7.8% | -1.4% | -10.8% |
| 5Y | -59.6% | +104.8% | -164.4% | -63.3% |
| 10Y | +26.2% | +7.2% | +19.0% | +5.0% |
| All | +54.3% | -46.4% | +100.8% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling