-64.6%
JDST vs SPY
+13.0%
-77.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +8.8% |
| 7D | -2.8% | -0.9% | -1.9% | -7.8% |
| 30D | +5.9% | -2.4% | +8.3% | -3.1% |
| 3M | +4.6% | -1.2% | +5.8% | +3.2% |
| 6M | -0.5% | +3.3% | -3.8% | +29.0% |
| YTD | -46.9% | +12.3% | -59.2% | +7.0% |
| 1Y | -64.6% | +12.4% | -77.0% | -27.4% |
| All | -64.6% | +13.0% | -77.5% | -27.4% |
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