+59.0%
JD vs STT
+258.1%
-199.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +13.4% | -2.5% | +15.8% | +14.3% |
| 30D | +7.7% | -5.0% | +12.6% | +9.5% |
| 3M | -11.3% | -10.5% | -0.8% | -7.9% |
| 6M | -5.1% | +10.0% | -15.2% | -9.4% |
| YTD | +5.0% | +30.7% | -25.6% | -6.5% |
| 1Y | -5.6% | +43.8% | -49.4% | -19.1% |
| 3Y | +17.8% | +168.1% | -150.3% | -22.2% |
| 5Y | -57.2% | +101.4% | -158.6% | -69.2% |
| 10Y | +34.8% | +211.3% | -176.5% | -26.5% |
| All | +59.0% | +258.1% | -199.1% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling