+50.1%
JD vs SYY
+191.3%
-141.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -4.0% | +1.3% | -5.3% | -4.3% |
| 30D | +2.7% | -3.5% | +6.2% | +3.3% |
| 3M | -13.0% | -9.3% | -3.7% | -11.3% |
| 6M | -12.7% | +5.9% | -18.6% | -14.4% |
| YTD | -0.8% | +6.5% | -7.3% | -3.7% |
| 1Y | -8.9% | +4.0% | -12.9% | -11.0% |
| 3Y | +17.0% | +23.0% | -5.9% | +8.9% |
| 5Y | -63.5% | +14.3% | -77.8% | -65.2% |
| 10Y | +30.5% | +85.8% | -55.3% | +7.0% |
| All | +50.1% | +191.3% | -141.2% | +2.7% |
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