+54.6%
JD vs SRE
+134.5%
-79.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | +5.2% | -8.2% | +13.4% | +6.9% |
| 30D | +4.5% | -3.6% | +8.1% | +5.2% |
| 3M | -15.4% | -6.3% | -9.2% | -14.5% |
| 6M | -6.0% | -13.0% | +7.0% | -3.7% |
| YTD | +2.2% | -9.2% | +11.4% | +3.5% |
| 1Y | -6.7% | -13.1% | +6.5% | -4.5% |
| 3Y | +20.5% | +22.4% | -1.9% | +12.5% |
| 5Y | -58.4% | +47.1% | -105.6% | -63.1% |
| 10Y | +32.5% | +121.0% | -88.5% | +0.4% |
| All | +54.6% | +134.5% | -79.9% | +16.3% |
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