-5.4%
JD vs STT
+75.3%
-80.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | -13.2% | +3.9% | -17.0% | -13.9% |
| 3M | -3.2% | +20.0% | -23.1% | -8.0% |
| 6M | +15.2% | +55.3% | -40.1% | -0.2% |
| YTD | +2.0% | +53.3% | -51.4% | -11.6% |
| 1Y | -5.4% | +74.7% | -80.1% | -22.6% |
| All | -5.4% | +75.3% | -80.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling