-62.4%
JD vs SUI
-26.4%
-35.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | -4.1% | -1.5% | -2.6% | -3.6% |
| 30D | +4.6% | +3.7% | +0.9% | +3.1% |
| 3M | -4.7% | -0.4% | -4.4% | -4.8% |
| 6M | -17.4% | -2.8% | -14.6% | -17.0% |
| YTD | +0.7% | -1.6% | +2.3% | +0.4% |
| 1Y | -5.9% | -2.1% | -3.8% | -6.1% |
| 3Y | +18.9% | +18.5% | +0.4% | +3.9% |
| All | -62.4% | -26.4% | -35.9% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling