-25.0%
JD vs SN
+490.7%
-515.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | -1.7% | -9.3% | +7.7% | -0.7% |
| 30D | -13.2% | -4.8% | -8.4% | -12.8% |
| 3M | -3.2% | +40.4% | -43.6% | -6.9% |
| 6M | +15.2% | +50.9% | -35.7% | +9.5% |
| YTD | +2.0% | +54.9% | -53.0% | -3.4% |
| 1Y | -5.4% | +43.0% | -48.4% | -9.9% |
| 3Y | -9.1% | +391.8% | -400.9% | -22.4% |
| All | -25.0% | +490.7% | -515.7% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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