+54.6%
JD vs SPYG
+502.3%
-447.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.5% |
| 7D | +5.2% | -1.9% | +7.2% | +6.6% |
| 30D | +4.5% | -9.2% | +13.7% | +13.6% |
| 3M | -15.4% | -6.8% | -8.6% | -10.5% |
| 6M | -6.0% | -2.6% | -3.5% | -5.7% |
| YTD | +2.2% | +7.5% | -5.3% | -7.3% |
| 1Y | -6.7% | +6.7% | -13.3% | -14.8% |
| 3Y | +20.5% | +90.1% | -69.5% | -42.1% |
| 5Y | -58.4% | +69.2% | -127.7% | -77.2% |
| 10Y | +32.5% | +391.9% | -359.4% | -80.1% |
| All | +54.6% | +502.3% | -447.7% | -83.2% |
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