-99.0%
JDST vs SPY
+81.8%
-180.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +1.2% |
| 7D | -9.2% | +0.5% | -9.8% | -8.1% |
| 30D | -20.6% | -0.9% | -19.7% | -21.6% |
| 3M | -49.2% | +3.9% | -53.1% | -44.1% |
| 6M | -27.7% | +14.5% | -42.2% | -2.8% |
| YTD | -59.0% | +12.9% | -71.9% | -45.5% |
| 1Y | -81.1% | +19.4% | -100.5% | -72.3% |
| 3Y | -98.4% | +78.5% | -176.9% | -95.3% |
| 5Y | -99.0% | +81.8% | -180.7% | -96.1% |
| All | -99.0% | +81.8% | -180.7% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling