-61.8%
JD vs SU
+341.5%
-403.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.6% | +1.7% | -4.3% | -3.0% |
| 30D | -15.4% | +9.6% | -25.0% | -17.2% |
| 3M | -5.0% | +11.7% | -16.8% | -7.7% |
| 6M | +0.9% | +21.9% | -21.0% | -4.7% |
| YTD | -2.5% | +58.6% | -61.1% | -14.2% |
| 1Y | -16.0% | +66.5% | -82.5% | -27.2% |
| 3Y | -8.5% | +121.4% | -130.0% | -27.3% |
| 5Y | -61.8% | +355.7% | -417.5% | -77.3% |
| All | -61.8% | +341.5% | -403.2% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 5y: compounded portfolio wealth divided by compounded SU 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…
5y analysis · Full analysis span regression · 6 months rolling