-57.1%
JD vs SPY
+67.4%
-124.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | +13.4% | -2.7% | +16.1% | +16.1% |
| 30D | +7.7% | -5.4% | +13.1% | +13.4% |
| 3M | -11.3% | -4.1% | -7.2% | -8.0% |
| 6M | -5.1% | +0.7% | -5.9% | -6.9% |
| YTD | +5.0% | +8.7% | -3.6% | -4.8% |
| 1Y | -5.6% | +10.9% | -16.5% | -16.4% |
| 3Y | +17.8% | +75.0% | -57.2% | -38.8% |
| All | -57.1% | +67.4% | -124.5% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling