-6.4%
JD vs STLA
-57.6%
+51.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +7.9% | -6.4% | +14.3% | +8.5% |
| 30D | +4.8% | -1.3% | +6.1% | +4.7% |
| 3M | -13.9% | -19.9% | +6.0% | -12.4% |
| 6M | -5.8% | -42.9% | +37.1% | -2.1% |
| YTD | +2.4% | -59.4% | +61.8% | +7.9% |
| All | -6.4% | -57.6% | +51.2% | -3.3% |
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 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