+18.6%
JD vs Z
-19.0%
+37.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | +0.4% | -13.1% | +13.5% | +2.6% |
| 30D | +4.2% | +5.9% | -1.6% | +2.5% |
| 3M | -12.8% | -13.7% | +0.9% | -11.4% |
| 6M | -8.8% | -27.1% | +18.3% | -4.7% |
| YTD | +0.5% | -56.8% | +57.3% | +16.0% |
| 1Y | -8.8% | -60.2% | +51.5% | +7.0% |
| All | +18.6% | -19.0% | +37.6% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling