+54.6%
JD vs STT
+273.2%
-218.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +5.2% | +1.1% | +4.1% | +4.6% |
| 30D | +4.5% | -1.9% | +6.4% | +5.0% |
| 3M | -15.4% | -7.6% | -7.8% | -13.3% |
| 6M | -6.0% | +16.0% | -22.0% | -12.0% |
| YTD | +2.2% | +36.2% | -34.0% | -10.5% |
| 1Y | -6.7% | +46.8% | -53.4% | -20.6% |
| 3Y | +20.5% | +177.8% | -157.3% | -21.4% |
| 5Y | -58.4% | +105.8% | -164.3% | -70.4% |
| 10Y | +32.5% | +197.6% | -165.1% | -25.3% |
| All | +54.6% | +273.2% | -218.6% | -27.5% |
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 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