+12.3%
JD vs SPMO
+572.4%
-560.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.7% |
| 7D | -1.7% | +2.0% | -3.7% | -3.2% |
| 30D | -13.2% | -0.4% | -12.8% | -13.2% |
| 3M | -3.2% | -1.9% | -1.3% | -4.3% |
| 6M | +15.2% | +25.0% | -9.8% | -7.7% |
| YTD | +2.0% | +26.0% | -24.0% | -19.0% |
| 1Y | -5.4% | +28.7% | -34.1% | -26.2% |
| 3Y | -9.1% | +160.9% | -170.0% | -64.1% |
| 5Y | -59.6% | +147.9% | -207.5% | -83.3% |
| 10Y | +26.2% | +518.9% | -492.7% | -73.7% |
| All | +12.3% | +572.4% | -560.1% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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