-57.1%
JD vs SUI
-26.3%
-30.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | +13.4% | +6.2% | +7.1% | +11.0% |
| 30D | +7.7% | +8.6% | -0.9% | +4.5% |
| 3M | -11.3% | +1.0% | -12.3% | -11.8% |
| 6M | -5.1% | -2.6% | -2.6% | -4.8% |
| YTD | +5.0% | -0.1% | +5.2% | +4.1% |
| 1Y | -5.6% | +0.5% | -6.1% | -6.8% |
| 3Y | +17.8% | +15.3% | +2.5% | +4.7% |
| All | -57.1% | -26.3% | -30.8% | -57.2% |
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