-79.3%
JDST vs SPY
+17.2%
-96.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.6% | +5.4% |
| 7D | +12.7% | -2.0% | +14.7% | +3.6% |
| 30D | -15.0% | -1.7% | -13.3% | -20.1% |
| 3M | -53.3% | +4.7% | -58.1% | -40.1% |
| 6M | -20.8% | +12.5% | -33.3% | +43.8% |
| YTD | -56.9% | +11.7% | -68.6% | -21.8% |
| 1Y | -79.3% | +17.5% | -96.8% | -47.2% |
| All | -79.3% | +17.2% | -96.5% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling