+54.3%
JD vs SU
+165.4%
-111.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -1.7% | +3.6% | -5.2% | -2.4% |
| 30D | -13.2% | +7.9% | -21.0% | -14.7% |
| 3M | -3.2% | +3.5% | -6.7% | -4.2% |
| 6M | +15.2% | +19.0% | -3.7% | +10.0% |
| YTD | +2.0% | +55.0% | -53.0% | -8.4% |
| 1Y | -5.4% | +71.2% | -76.6% | -17.1% |
| 3Y | -9.1% | +117.4% | -126.5% | -25.3% |
| 5Y | -59.6% | +335.2% | -394.8% | -72.0% |
| 10Y | +26.2% | +248.7% | -222.5% | -9.8% |
| All | +54.3% | +165.4% | -111.1% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling