-5.6%
JD vs STLA
-56.7%
+51.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | +13.4% | -4.5% | +17.9% | +13.7% |
| 30D | +7.7% | -3.9% | +11.6% | +7.9% |
| 3M | -11.3% | -20.2% | +8.9% | -9.7% |
| 6M | -5.1% | -42.2% | +37.0% | -1.6% |
| YTD | +5.0% | -59.3% | +64.4% | +10.4% |
| 1Y | -5.6% | -56.1% | +50.4% | -3.5% |
| All | -5.6% | -56.7% | +51.1% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling