+17.6%
JD vs SPY
+311.3%
-293.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.5% |
| 7D | -0.8% | +0.5% | -1.3% | -1.4% |
| 30D | -16.0% | -0.9% | -15.1% | -15.3% |
| 3M | -3.2% | +3.9% | -7.1% | -7.4% |
| 6M | +6.1% | +14.5% | -8.5% | -8.5% |
| YTD | -0.1% | +12.9% | -13.0% | -12.6% |
| 1Y | -12.7% | +19.4% | -32.1% | -27.9% |
| 3Y | -6.3% | +78.5% | -84.8% | -50.7% |
| 5Y | -61.3% | +81.8% | -143.1% | -79.8% |
| 10Y | +17.6% | +311.5% | -293.9% | -74.9% |
| All | +17.6% | +311.3% | -293.7% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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