-0.7%
JD vs Z
+9.5%
-10.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -10.6% | +13.9% | +5.9% |
| 7D | +11.7% | -2.3% | +14.0% | +11.9% |
| 30D | +8.1% | +9.4% | -1.3% | +4.9% |
| 3M | -12.0% | -16.1% | +4.1% | -9.4% |
| 6M | -3.5% | -30.4% | +26.9% | +3.6% |
| YTD | +3.3% | -55.6% | +58.9% | +22.9% |
| 1Y | -7.4% | -58.5% | +51.1% | +11.8% |
| 3Y | +16.6% | -19.6% | +36.2% | +12.9% |
| 5Y | -57.9% | -54.1% | -3.7% | -55.0% |
| 10Y | +32.6% | -12.1% | +44.7% | +10.6% |
| All | -0.7% | +9.5% | -10.3% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling