-62.4%
JD vs STRL
+906.9%
-969.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.8% |
| 7D | -4.1% | +15.7% | -19.8% | -5.3% |
| 30D | +4.6% | -35.5% | +40.1% | +7.9% |
| 3M | -4.7% | -47.1% | +42.4% | -0.3% |
| 6M | -17.4% | -65.8% | +48.4% | -10.7% |
| YTD | +0.7% | -4.5% | +5.2% | -7.8% |
| 1Y | -5.9% | -10.5% | +4.6% | -13.3% |
| 3Y | +18.9% | +340.6% | -321.7% | -26.8% |
| All | -62.4% | +906.9% | -969.2% | -85.0% |
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