-17.4%
JD vs SRE
+10.5%
-28.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.5% |
| 7D | -3.0% | +1.5% | -4.4% | -3.0% |
| 30D | -19.3% | +0.8% | -20.2% | -19.3% |
| 3M | -6.0% | -5.8% | -0.2% | -5.9% |
| 6M | +1.8% | -7.8% | +9.6% | +1.9% |
| YTD | -2.6% | -2.4% | -0.2% | -4.0% |
| 1Y | -17.4% | +8.9% | -26.3% | -12.6% |
| All | -17.4% | +10.5% | -28.0% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling