-61.3%
JD vs SPXU
-86.0%
+24.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -1.5% |
| 7D | -0.8% | -1.5% | +0.7% | -1.3% |
| 30D | -16.0% | +3.7% | -19.8% | -14.9% |
| 3M | -3.2% | -9.6% | +6.4% | -6.1% |
| 6M | +6.1% | -32.4% | +38.4% | -6.2% |
| YTD | -0.1% | -28.7% | +28.6% | -9.6% |
| 1Y | -12.7% | -38.2% | +25.5% | -24.2% |
| 3Y | -6.3% | -80.4% | +74.1% | -41.7% |
| 5Y | -61.3% | -86.0% | +24.7% | -74.5% |
| All | -61.3% | -86.0% | +24.7% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling