-1.8%
JD vs Z
+4.8%
-6.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.1% |
| 7D | +5.2% | -6.5% | +11.7% | +6.5% |
| 30D | +4.5% | -0.1% | +4.6% | +3.7% |
| 3M | -15.4% | -14.1% | -1.3% | -13.5% |
| 6M | -6.0% | -30.1% | +24.0% | +0.6% |
| YTD | +2.2% | -57.5% | +59.7% | +22.7% |
| 1Y | -6.7% | -60.3% | +53.7% | +13.8% |
| 3Y | +20.5% | -21.0% | +41.6% | +17.1% |
| 5Y | -58.4% | -54.9% | -3.5% | -55.4% |
| 10Y | +32.5% | -16.0% | +48.5% | +11.6% |
| All | -1.8% | +4.8% | -6.7% | -26.0% |
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 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