+20.9%
JD vs SRE
+22.3%
-1.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +7.9% | -8.4% | +16.3% | +9.4% |
| 30D | +4.8% | -3.2% | +7.9% | +5.1% |
| 3M | -13.9% | -5.3% | -8.6% | -13.4% |
| 6M | -5.8% | -12.6% | +6.8% | -3.9% |
| YTD | +2.4% | -8.8% | +11.2% | +3.2% |
| 1Y | -7.5% | -13.4% | +5.9% | -5.7% |
| 3Y | +20.9% | +24.4% | -3.5% | +1.9% |
| All | +20.9% | +22.3% | -1.5% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling