-57.1%
JD vs Z
-55.4%
-1.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +2.4% |
| 7D | +13.4% | -4.6% | +17.9% | +14.3% |
| 30D | +7.7% | +8.3% | -0.6% | +4.0% |
| 3M | -11.3% | -11.6% | +0.3% | -9.6% |
| 6M | -5.1% | -33.6% | +28.5% | +4.9% |
| YTD | +5.0% | -56.7% | +61.7% | +31.6% |
| 1Y | -5.6% | -59.1% | +53.5% | +20.1% |
| 3Y | +17.8% | -20.4% | +38.1% | +7.6% |
| All | -57.1% | -55.4% | -1.7% | -58.3% |
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 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