-63.5%
JD vs Z
-54.7%
-8.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | -4.0% | -4.9% | +0.9% | -2.7% |
| 30D | +2.7% | +3.0% | -0.3% | +0.6% |
| 3M | -13.0% | -13.4% | +0.4% | -11.0% |
| 6M | -12.7% | -27.3% | +14.6% | -6.3% |
| YTD | -0.8% | -57.8% | +57.0% | +25.1% |
| 1Y | -8.9% | -60.0% | +51.1% | +16.6% |
| 3Y | +17.0% | -21.5% | +38.6% | +7.0% |
| 5Y | -63.5% | -55.0% | -8.5% | -63.6% |
| All | -63.5% | -54.7% | -8.8% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling