+32.5%
JD vs STRL
+3,927.3%
-3,894.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +5.2% | -19.8% | +25.0% | +7.1% |
| 30D | +4.5% | -43.6% | +48.1% | +10.6% |
| 3M | -15.4% | -45.2% | +29.8% | -10.6% |
| 6M | -6.0% | -65.7% | +59.7% | +3.6% |
| YTD | +2.2% | -5.4% | +7.6% | -5.6% |
| 1Y | -6.7% | -24.7% | +18.0% | -11.1% |
| 3Y | +20.5% | +335.0% | -314.5% | -19.5% |
| 5Y | -58.4% | +915.3% | -973.7% | -77.1% |
| 10Y | +32.5% | +3,877.5% | -3,845.0% | -45.5% |
| All | +32.5% | +3,927.3% | -3,894.8% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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