+32.3%
JD vs SRE
+126.1%
-93.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | -4.0% | -1.1% | -3.0% | -3.8% |
| 30D | +2.7% | -4.1% | +6.8% | +3.3% |
| 3M | -13.0% | -7.3% | -5.7% | -12.0% |
| 6M | -12.7% | -14.1% | +1.4% | -10.5% |
| YTD | -0.8% | -8.5% | +7.7% | +0.2% |
| 1Y | -8.9% | -12.0% | +3.1% | -7.3% |
| 3Y | +17.0% | +23.4% | -6.3% | +9.8% |
| 5Y | -63.5% | +51.3% | -114.8% | -67.3% |
| All | +32.3% | +126.1% | -93.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling