+18.9%
JD vs SPY
+78.1%
-59.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | -4.1% | +2.6% | -6.7% | -6.0% |
| 30D | +4.6% | -2.0% | +6.6% | +5.8% |
| 3M | -4.7% | -2.8% | -2.0% | -3.1% |
| 6M | -17.4% | +2.1% | -19.5% | -19.4% |
| YTD | +0.7% | +11.5% | -10.8% | -8.8% |
| 1Y | -5.9% | +13.5% | -19.3% | -16.0% |
| 3Y | +18.9% | +77.7% | -58.8% | -38.2% |
| All | +18.9% | +78.1% | -59.2% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling