+59.0%
JD vs SPG
+151.0%
-92.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +13.4% | +4.9% | +8.5% | +12.3% |
| 30D | +7.7% | +15.6% | -7.9% | +4.5% |
| 3M | -11.3% | +4.1% | -15.4% | -12.1% |
| 6M | -5.1% | +13.6% | -18.7% | -7.9% |
| YTD | +5.0% | +27.5% | -22.5% | -0.5% |
| 1Y | -5.6% | +32.2% | -37.9% | -11.3% |
| 3Y | +17.8% | +126.0% | -108.2% | -1.3% |
| 5Y | -57.2% | +74.7% | -131.9% | -63.0% |
| 10Y | +34.8% | +112.8% | -78.1% | +24.1% |
| All | +59.0% | +151.0% | -92.0% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling