+56.4%
JD vs STRL
+2,570.4%
-2,514.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -13.9% | +17.1% | +4.6% |
| 7D | +11.7% | -34.6% | +46.4% | +15.7% |
| 30D | +8.1% | -56.7% | +64.7% | +16.2% |
| 3M | -12.0% | -54.4% | +42.4% | -6.2% |
| 6M | -3.5% | -69.7% | +66.2% | +5.8% |
| YTD | +3.3% | -20.2% | +23.6% | -0.9% |
| 1Y | -7.4% | -40.6% | +33.1% | -8.4% |
| 3Y | +16.6% | +221.7% | -205.1% | -10.6% |
| 5Y | -57.9% | +799.0% | -856.8% | -72.2% |
| 10Y | +32.6% | +3,451.5% | -3,418.8% | -24.7% |
| All | +56.4% | +2,570.4% | -2,514.0% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling