-6.4%
JD vs Z
-58.2%
+51.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.3% | -2.8% |
| 7D | +7.9% | -5.2% | +13.1% | +8.2% |
| 30D | +4.8% | +5.7% | -1.0% | +3.8% |
| 3M | -13.9% | -8.7% | -5.2% | -13.7% |
| 6M | -5.8% | -26.0% | +20.2% | -3.8% |
| YTD | +2.4% | -55.0% | +57.5% | +11.7% |
| All | -6.4% | -58.2% | +51.8% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling