-5.1%
JD vs SPG
+14.6%
-19.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.7% |
| 7D | +13.4% | +4.9% | +8.5% | +13.6% |
| 30D | +7.7% | +15.6% | -7.9% | +9.2% |
| 3M | -11.3% | +4.1% | -15.4% | -11.6% |
| 6M | -5.1% | +13.6% | -18.7% | -3.8% |
| All | -5.1% | +14.6% | -19.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 6mo: compounded portfolio wealth divided by compounded SPG 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…
6mo analysis · Full analysis span regression · 6 months rolling