+32.3%
JD vs SUI
+120.9%
-88.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -4.0% | -3.8% | -0.2% | -2.9% |
| 30D | +2.7% | +3.9% | -1.3% | +1.3% |
| 3M | -13.0% | +0.2% | -13.3% | -13.3% |
| 6M | -12.7% | -4.2% | -8.5% | -11.9% |
| YTD | -0.8% | -2.5% | +1.7% | -0.8% |
| 1Y | -8.9% | -4.0% | -4.9% | -8.5% |
| 3Y | +17.0% | +16.5% | +0.5% | +7.4% |
| 5Y | -63.5% | -27.2% | -36.3% | -61.7% |
| All | +32.3% | +120.9% | -88.6% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling