+55.0%
JD vs SPXU
-99.8%
+154.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.0% | +4.5% | -5.0% |
| 7D | +7.9% | -1.5% | +9.4% | +7.5% |
| 30D | +4.8% | +9.7% | -4.9% | +8.5% |
| 3M | -13.9% | +8.4% | -22.4% | -11.0% |
| 6M | -5.8% | -5.7% | -0.1% | -6.9% |
| YTD | +2.4% | -25.4% | +27.9% | -5.7% |
| 1Y | -7.5% | -28.9% | +21.3% | -16.1% |
| 3Y | +20.9% | -81.2% | +102.1% | -25.9% |
| 5Y | -58.0% | -83.3% | +25.3% | -70.4% |
| 10Y | +28.9% | -99.5% | +128.4% | -64.5% |
| All | +55.0% | -99.8% | +154.8% | -69.8% |
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 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