+54.3%
JD vs SPYG
+540.8%
-486.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -1.7% | +0.4% | -2.0% | -2.0% |
| 30D | -13.2% | -0.4% | -12.7% | -12.9% |
| 3M | -3.2% | +0.5% | -3.7% | -4.6% |
| 6M | +15.2% | +17.5% | -2.2% | -3.0% |
| YTD | +2.0% | +14.3% | -12.4% | -11.9% |
| 1Y | -5.4% | +21.7% | -27.1% | -23.3% |
| 3Y | -9.1% | +98.6% | -107.7% | -57.6% |
| 5Y | -59.6% | +85.1% | -144.7% | -79.6% |
| 10Y | +26.2% | +412.0% | -385.8% | -81.5% |
| All | +54.3% | +540.8% | -486.5% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling