+34.4%
JD vs SPXU
-99.5%
+133.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.9% |
| 7D | -4.1% | -7.6% | +3.4% | -6.7% |
| 30D | +4.6% | +5.3% | -0.7% | +6.7% |
| 3M | -4.7% | +9.6% | -14.4% | -1.2% |
| 6M | -17.4% | -4.5% | -12.8% | -18.0% |
| YTD | +0.7% | -25.9% | +26.6% | -7.3% |
| 1Y | -5.9% | -28.9% | +23.0% | -14.4% |
| 3Y | +18.9% | -80.5% | +99.3% | -25.3% |
| 5Y | -62.9% | -83.4% | +20.4% | -73.7% |
| All | +34.4% | -99.5% | +133.8% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling