+54.3%
JD vs USFR
+27.6%
+26.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | -13.2% | +0.3% | -13.5% | -13.2% |
| 3M | -3.2% | +1.0% | -4.2% | -3.4% |
| 6M | +15.2% | +1.9% | +13.3% | +14.7% |
| YTD | +2.0% | +2.6% | -0.6% | +1.4% |
| 1Y | -5.4% | +4.0% | -9.4% | -6.3% |
| 3Y | -9.1% | +14.1% | -23.2% | -12.1% |
| 5Y | -59.6% | +20.4% | -80.0% | -61.5% |
| 10Y | +26.2% | +28.0% | -1.8% | +17.4% |
| All | +54.3% | +27.6% | +26.7% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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