+51.4%
JD vs SUI
+285.0%
-233.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.1% | +1.4% |
| 7D | +9.0% | +10.0% | -1.1% | +5.8% |
| 30D | +5.2% | +8.4% | -3.2% | +2.4% |
| 3M | -15.9% | +0.7% | -16.5% | -16.3% |
| 6M | -7.7% | -0.9% | -6.8% | -7.8% |
| YTD | +0.1% | +0.6% | -0.6% | -0.9% |
| 1Y | -9.7% | +0.8% | -10.5% | -10.7% |
| 3Y | +12.9% | +15.5% | -2.6% | +4.2% |
| 5Y | -60.6% | -25.9% | -34.7% | -58.7% |
| 10Y | +28.4% | +119.5% | -91.2% | -3.5% |
| All | +51.4% | +285.0% | -233.6% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling