+20.5%
JD vs STT
+180.5%
-160.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +5.2% | +1.1% | +4.1% | +4.8% |
| 30D | +4.5% | -1.9% | +6.4% | +4.9% |
| 3M | -15.4% | -7.6% | -7.8% | -13.8% |
| 6M | -6.0% | +16.0% | -22.0% | -11.1% |
| YTD | +2.2% | +36.2% | -34.0% | -8.7% |
| 1Y | -6.7% | +46.8% | -53.4% | -18.8% |
| 3Y | +20.5% | +177.8% | -157.3% | -16.6% |
| All | +20.5% | +180.5% | -160.0% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling