+54.3%
JD vs STLA
+59.8%
-5.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | -1.7% | +2.6% | -4.3% | -2.5% |
| 30D | -13.2% | -1.2% | -11.9% | -13.0% |
| 3M | -3.2% | -24.8% | +21.6% | +5.5% |
| 6M | +15.2% | -25.6% | +40.8% | +25.1% |
| YTD | +2.0% | -48.9% | +50.9% | +23.1% |
| 1Y | -5.4% | -38.8% | +33.4% | +5.9% |
| 3Y | -9.1% | -64.5% | +55.4% | +18.6% |
| 5Y | -59.6% | -62.4% | +2.8% | -49.6% |
| 10Y | +26.2% | +55.4% | -29.2% | -4.6% |
| All | +54.3% | +59.8% | -5.5% | +17.6% |
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