-6.3%
JD vs SYY
+25.4%
-31.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.8% | -2.8% | +2.0% | -0.2% |
| 30D | -16.0% | -5.3% | -10.8% | -15.0% |
| 3M | -3.2% | +5.1% | -8.3% | -4.4% |
| 6M | +6.1% | -5.0% | +11.0% | +6.9% |
| YTD | -0.1% | +10.7% | -10.8% | -4.4% |
| 1Y | -12.7% | +0.7% | -13.4% | -13.6% |
| 3Y | -6.3% | +24.0% | -30.3% | -21.5% |
| All | -6.3% | +25.4% | -31.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3y: compounded portfolio wealth divided by compounded SYY 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…
3y analysis · Full analysis span regression · 6 months rolling