-5.6%
JD vs STRL
-38.5%
+32.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.8% | +1.7% |
| 7D | +13.4% | -26.9% | +40.3% | +13.0% |
| 30D | +7.7% | -52.7% | +60.4% | +7.1% |
| 3M | -11.3% | -52.8% | +41.6% | -11.8% |
| 6M | -5.1% | -71.5% | +66.3% | -5.0% |
| YTD | +5.0% | -17.4% | +22.5% | -0.6% |
| 1Y | -5.6% | -35.0% | +29.3% | -10.1% |
| All | -5.6% | -38.5% | +32.9% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling