+54.3%
JD vs SPXU
-99.8%
+154.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -13.2% | +0.8% | -14.0% | -12.9% |
| 3M | -3.2% | -4.7% | +1.5% | -4.3% |
| 6M | +15.2% | -29.6% | +44.8% | +3.0% |
| YTD | +2.0% | -29.9% | +31.9% | -8.5% |
| 1Y | -5.4% | -39.1% | +33.7% | -18.5% |
| 3Y | -9.1% | -80.0% | +70.9% | -42.6% |
| 5Y | -59.6% | -86.0% | +26.4% | -73.3% |
| 10Y | +26.2% | -99.5% | +125.8% | -65.9% |
| All | +54.3% | -99.8% | +154.1% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling