-57.1%
JD vs STRL
+779.4%
-836.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.8% | +1.4% |
| 7D | +13.4% | -26.9% | +40.3% | +15.8% |
| 30D | +7.7% | -52.7% | +60.4% | +14.2% |
| 3M | -11.3% | -52.8% | +41.6% | -6.3% |
| 6M | -5.1% | -71.5% | +66.3% | +4.2% |
| YTD | +5.0% | -17.4% | +22.5% | -2.7% |
| 1Y | -5.6% | -35.0% | +29.3% | -9.7% |
| 3Y | +17.8% | +239.2% | -221.5% | -24.7% |
| All | -57.1% | +779.4% | -836.5% | -82.4% |
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