+50.1%
JD vs SPYG
+510.8%
-460.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.0% |
| 7D | -4.0% | +4.2% | -8.2% | -7.9% |
| 30D | +2.7% | -7.4% | +10.1% | +9.5% |
| 3M | -13.0% | -5.3% | -7.8% | -9.5% |
| 6M | -12.7% | -1.2% | -11.5% | -13.6% |
| YTD | -0.8% | +9.0% | -9.8% | -11.2% |
| 1Y | -8.9% | +8.8% | -17.7% | -18.4% |
| 3Y | +17.0% | +92.8% | -75.7% | -44.6% |
| 5Y | -63.5% | +69.3% | -132.8% | -80.0% |
| 10Y | +30.5% | +398.4% | -367.9% | -80.7% |
| All | +50.1% | +510.8% | -460.7% | -83.9% |
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