-6.4%
JD vs STT
+46.6%
-53.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -2.7% |
| 7D | +7.9% | +0.9% | +7.0% | +7.8% |
| 30D | +4.8% | -2.3% | +7.1% | +5.0% |
| 3M | -13.9% | -7.5% | -6.4% | -13.3% |
| 6M | -5.8% | +14.9% | -20.7% | -9.4% |
| YTD | +2.4% | +34.9% | -32.5% | -5.6% |
| All | -6.4% | +46.6% | -53.0% | -15.5% |
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