+55.0%
JD vs SYY
+199.5%
-144.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.0% |
| 7D | +7.9% | -4.1% | +12.0% | +8.7% |
| 30D | +4.8% | +0.3% | +4.5% | +4.4% |
| 3M | -13.9% | -6.3% | -7.6% | -12.9% |
| 6M | -5.8% | +9.7% | -15.5% | -8.4% |
| YTD | +2.4% | +9.4% | -7.0% | -1.2% |
| 1Y | -7.5% | +7.3% | -14.8% | -10.4% |
| 3Y | +20.9% | +27.6% | -6.8% | +11.5% |
| 5Y | -58.0% | +12.5% | -70.6% | -60.0% |
| 10Y | +28.9% | +87.4% | -58.5% | +5.8% |
| All | +55.0% | +199.5% | -144.5% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling