+55.0%
JD vs SRE
+135.7%
-80.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +7.9% | -8.4% | +16.3% | +9.7% |
| 30D | +4.8% | -3.2% | +7.9% | +5.3% |
| 3M | -13.9% | -5.3% | -8.6% | -13.2% |
| 6M | -5.8% | -12.6% | +6.8% | -3.6% |
| YTD | +2.4% | -8.8% | +11.2% | +3.7% |
| 1Y | -7.5% | -13.4% | +5.9% | -5.4% |
| 3Y | +20.9% | +24.4% | -3.5% | +12.5% |
| 5Y | -58.0% | +47.3% | -105.4% | -62.7% |
| 10Y | +28.9% | +116.7% | -87.8% | -1.6% |
| All | +55.0% | +135.7% | -80.7% | +16.4% |
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