-9.5%
JD vs STRL
+484.5%
-494.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +1.6% |
| 7D | -1.7% | +3.4% | -5.1% | -1.8% |
| 30D | -13.2% | -9.2% | -3.9% | -12.8% |
| 3M | -3.2% | -51.0% | +47.9% | +0.5% |
| 6M | +15.2% | +15.8% | -0.5% | +9.9% |
| YTD | +2.0% | +58.9% | -56.9% | -6.0% |
| 1Y | -5.4% | +68.5% | -73.9% | -13.9% |
| All | -9.5% | +484.5% | -494.0% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling