-61.3%
JD vs Z
-64.8%
+3.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.5% |
| 7D | -1.7% | -3.0% | +1.3% | -0.9% |
| 30D | -13.2% | -4.2% | -9.0% | -12.6% |
| 3M | -3.2% | -3.7% | +0.5% | -3.2% |
| 6M | +15.2% | -24.5% | +39.7% | +22.8% |
| YTD | +2.0% | -49.3% | +51.3% | +21.5% |
| 1Y | -5.4% | -58.7% | +53.3% | +19.3% |
| 3Y | -9.1% | -34.1% | +25.0% | -6.6% |
| All | -61.3% | -64.8% | +3.5% | -62.0% |
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