-6.3%
JD vs SPYG
+100.8%
-107.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -0.8% | +1.2% | -2.0% | -1.5% |
| 30D | -16.0% | -1.6% | -14.5% | -15.4% |
| 3M | -3.2% | +3.4% | -6.5% | -5.3% |
| 6M | +6.1% | +18.9% | -12.8% | -4.9% |
| YTD | -0.1% | +13.8% | -13.9% | -8.1% |
| 1Y | -12.7% | +20.6% | -33.3% | -22.4% |
| 3Y | -6.3% | +100.5% | -106.8% | -43.4% |
| All | -6.3% | +100.8% | -107.1% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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