-61.3%
JD vs SRE
+51.2%
-112.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.3% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | -16.0% | +1.9% | -17.9% | -16.4% |
| 3M | -3.2% | -3.3% | +0.1% | -2.9% |
| 6M | +6.1% | -6.4% | +12.5% | +7.0% |
| YTD | -0.1% | -1.8% | +1.7% | -0.3% |
| 1Y | -12.7% | +10.7% | -23.5% | -14.9% |
| 3Y | -6.3% | +31.8% | -38.1% | -13.4% |
| 5Y | -61.3% | +49.2% | -110.6% | -61.8% |
| All | -61.3% | +51.2% | -112.5% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling