-6.4%
JD vs TRU
+243.6%
-250.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -4.1% | 0.0% | -4.1% | -4.2% |
| 30D | +4.6% | +21.3% | -16.7% | -3.0% |
| 3M | -4.7% | +0.2% | -5.0% | -5.7% |
| 6M | -17.4% | +22.4% | -39.7% | -24.9% |
| YTD | +0.7% | -4.8% | +5.5% | -1.0% |
| 1Y | -5.9% | -0.2% | -5.7% | -9.4% |
| 3Y | +18.9% | +57.9% | -39.1% | -11.1% |
| 5Y | -62.9% | -26.1% | -36.8% | -62.6% |
| 10Y | +32.5% | +184.8% | -152.3% | -33.7% |
| All | -6.4% | +243.6% | -250.0% | -56.3% |
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