-100.0%
JDST vs SPY
+311.8%
-411.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +5.1% |
| 7D | -2.8% | -0.9% | -1.9% | -3.8% |
| 30D | +5.9% | -2.4% | +8.3% | +3.9% |
| 3M | +4.6% | -1.2% | +5.8% | +5.3% |
| 6M | -0.5% | +3.3% | -3.8% | +10.1% |
| YTD | -46.9% | +12.3% | -59.2% | -31.9% |
| 1Y | -64.6% | +12.4% | -77.0% | -54.1% |
| 3Y | -98.0% | +78.8% | -176.8% | -95.0% |
| 5Y | -98.2% | +75.2% | -173.4% | -94.9% |
| 10Y | -100.0% | +311.1% | -411.1% | -100.0% |
| All | -100.0% | +311.8% | -411.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling