+20.9%
JD vs SPXU
-80.6%
+101.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.0% | +4.5% | -4.3% |
| 7D | +7.9% | -1.5% | +9.4% | +7.6% |
| 30D | +4.8% | +9.7% | -4.9% | +7.6% |
| 3M | -13.9% | +8.4% | -22.4% | -11.7% |
| 6M | -5.8% | -5.7% | -0.1% | -6.6% |
| YTD | +2.4% | -25.4% | +27.9% | -4.1% |
| 1Y | -7.5% | -28.9% | +21.3% | -14.4% |
| 3Y | +20.9% | -81.2% | +102.1% | -24.8% |
| All | +20.9% | -80.6% | +101.5% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling