+54.3%
JD vs SPY
+400.3%
-346.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -13.2% | +0.1% | -13.2% | -13.3% |
| 3M | -3.2% | +2.0% | -5.2% | -5.7% |
| 6M | +15.2% | +13.0% | +2.2% | +0.3% |
| YTD | +2.0% | +13.5% | -11.6% | -11.6% |
| 1Y | -5.4% | +20.0% | -25.3% | -22.7% |
| 3Y | -9.1% | +77.2% | -86.3% | -52.6% |
| 5Y | -59.6% | +81.9% | -141.5% | -79.3% |
| 10Y | +26.2% | +314.1% | -287.8% | -75.4% |
| All | +54.3% | +400.3% | -346.0% | -78.9% |
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 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