+59.0%
JD vs STLA
+27.3%
+31.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | +13.4% | -4.5% | +17.9% | +14.9% |
| 30D | +7.7% | -3.9% | +11.6% | +8.5% |
| 3M | -11.3% | -20.2% | +8.9% | -5.7% |
| 6M | -5.1% | -42.2% | +37.0% | +11.2% |
| YTD | +5.0% | -59.3% | +64.4% | +35.2% |
| 1Y | -5.6% | -56.1% | +50.4% | +17.6% |
| 3Y | +17.8% | -73.7% | +91.4% | +68.3% |
| 5Y | -57.2% | -70.3% | +13.1% | -42.8% |
| 10Y | +34.8% | +23.1% | +11.7% | +9.2% |
| All | +59.0% | +27.3% | +31.7% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling