+54.3%
JD vs SRE
+149.4%
-95.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -13.2% | -0.7% | -12.4% | -13.1% |
| 3M | -3.2% | -6.3% | +3.1% | -2.1% |
| 6M | +15.2% | -10.7% | +25.9% | +17.6% |
| YTD | +2.0% | -3.5% | +5.4% | +2.2% |
| 1Y | -5.4% | +5.3% | -10.7% | -7.0% |
| 3Y | -9.1% | +31.8% | -40.9% | -16.3% |
| 5Y | -59.6% | +47.4% | -107.0% | -64.0% |
| 10Y | +26.2% | +120.6% | -94.3% | -3.5% |
| All | +54.3% | +149.4% | -95.0% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling