+32.3%
JD vs STLA
-3.1%
+35.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.8% | +0.7% |
| 7D | -4.0% | -13.1% | +9.0% | +0.4% |
| 30D | +2.7% | -13.3% | +15.9% | +6.8% |
| 3M | -13.0% | -27.9% | +14.8% | -4.4% |
| 6M | -12.7% | -47.8% | +35.1% | +6.4% |
| YTD | -0.8% | -64.6% | +63.8% | +34.7% |
| 1Y | -8.9% | -64.0% | +55.1% | +22.4% |
| 3Y | +17.0% | -76.8% | +93.9% | +77.1% |
| 5Y | -63.5% | -74.2% | +10.7% | -48.7% |
| All | +32.3% | -3.1% | +35.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling