-6.6%
JD vs TRU
+247.4%
-253.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | +0.4% | 0.0% | +0.5% | +0.4% |
| 30D | +4.2% | +24.3% | -20.0% | -4.2% |
| 3M | -12.8% | +2.3% | -15.0% | -14.4% |
| 6M | -8.8% | +17.7% | -26.5% | -16.0% |
| YTD | +0.5% | -3.8% | +4.3% | -1.6% |
| 1Y | -8.8% | -0.3% | -8.4% | -12.1% |
| 3Y | +18.6% | +58.4% | -39.8% | -11.4% |
| 5Y | -62.2% | -24.0% | -38.2% | -62.4% |
| 10Y | +32.2% | +187.9% | -155.7% | -34.1% |
| All | -6.6% | +247.4% | -253.9% | -56.6% |
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