-63.5%
JD vs STRL
+935.0%
-998.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -4.0% | +23.4% | -27.4% | -5.7% |
| 30D | +2.7% | -39.5% | +42.2% | +6.5% |
| 3M | -13.0% | -45.1% | +32.0% | -9.3% |
| 6M | -12.7% | -64.6% | +51.9% | -5.9% |
| YTD | -0.8% | -1.5% | +0.7% | -9.4% |
| 1Y | -8.9% | -20.8% | +11.9% | -14.4% |
| 3Y | +17.0% | +353.1% | -336.1% | -28.1% |
| 5Y | -63.5% | +942.9% | -1,006.4% | -85.5% |
| All | -63.5% | +935.0% | -998.5% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling