-5.2%
JD vs TRU
+238.0%
-243.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.9% | +7.8% | +4.0% |
| 7D | -1.7% | -6.8% | +5.1% | +0.7% |
| 30D | -13.2% | 0.0% | -13.2% | -13.4% |
| 3M | -3.2% | +13.3% | -16.5% | -8.5% |
| 6M | +15.2% | +3.4% | +11.8% | +11.7% |
| YTD | +2.0% | -6.4% | +8.4% | +1.6% |
| 1Y | -5.4% | -9.7% | +4.3% | -5.1% |
| 3Y | -9.1% | +0.1% | -9.3% | -17.8% |
| 5Y | -59.6% | -34.0% | -25.6% | -57.0% |
| 10Y | +26.2% | +147.9% | -121.6% | -31.9% |
| All | -5.2% | +238.0% | -243.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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