-61.3%
JD vs STRL
+2,010.6%
-2,071.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +1.3% |
| 7D | -1.7% | +3.4% | -5.1% | -2.0% |
| 30D | -13.2% | -9.2% | -3.9% | -12.5% |
| 3M | -3.2% | -51.0% | +47.9% | +3.2% |
| 6M | +15.2% | +15.8% | -0.5% | +7.2% |
| YTD | +2.0% | +58.9% | -56.9% | -10.0% |
| 1Y | -5.4% | +68.5% | -73.9% | -18.4% |
| 3Y | -9.1% | +485.2% | -494.3% | -43.1% |
| All | -61.3% | +2,010.6% | -2,071.8% | -85.2% |
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