+54.3%
JD vs SUI
+275.5%
-221.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -1.7% | -2.8% | +1.2% | -0.8% |
| 30D | -13.2% | -1.2% | -12.0% | -12.9% |
| 3M | -3.2% | -1.7% | -1.4% | -2.9% |
| 6M | +15.2% | -10.5% | +25.7% | +18.9% |
| YTD | +2.0% | -1.8% | +3.8% | +2.0% |
| 1Y | -5.4% | -4.1% | -1.3% | -4.9% |
| 3Y | -9.1% | +11.3% | -20.4% | -15.1% |
| 5Y | -59.6% | -32.1% | -27.5% | -56.6% |
| 10Y | +26.2% | +110.4% | -84.2% | -3.8% |
| All | +54.3% | +275.5% | -221.2% | -8.4% |
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 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