+59.0%
JD vs SPY
+378.8%
-319.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | +13.4% | -2.7% | +16.1% | +16.3% |
| 30D | +7.7% | -5.4% | +13.1% | +13.8% |
| 3M | -11.3% | -4.1% | -7.2% | -7.8% |
| 6M | -5.1% | +0.7% | -5.9% | -6.9% |
| YTD | +5.0% | +8.7% | -3.6% | -5.1% |
| 1Y | -5.6% | +10.9% | -16.5% | -16.7% |
| 3Y | +17.8% | +75.0% | -57.2% | -38.3% |
| 5Y | -57.2% | +67.8% | -125.0% | -76.2% |
| 10Y | +34.8% | +312.9% | -278.1% | -74.0% |
| All | +59.0% | +378.8% | -319.8% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling