+54.3%
JD vs SYY
+203.7%
-149.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.2% |
| 7D | -1.7% | -2.3% | +0.6% | -1.1% |
| 30D | -13.2% | -4.9% | -8.2% | -12.1% |
| 3M | -3.2% | +8.4% | -11.6% | -5.2% |
| 6M | +15.2% | -7.4% | +22.6% | +16.7% |
| YTD | +2.0% | +11.0% | -9.0% | -1.6% |
| 1Y | -5.4% | -0.2% | -5.1% | -6.3% |
| 3Y | -9.1% | +23.8% | -32.9% | -15.3% |
| 5Y | -59.6% | +18.1% | -77.7% | -61.7% |
| 10Y | +26.2% | +94.6% | -68.4% | +2.8% |
| All | +54.3% | +203.7% | -149.4% | +4.9% |
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