-100.0%
JDST vs SPY
+466.3%
-566.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.4% |
| 30D | -33.8% | +0.1% | -33.8% | -33.4% |
| 3M | -41.4% | +2.0% | -43.4% | -38.0% |
| 6M | -22.4% | +13.0% | -35.4% | -3.2% |
| YTD | -59.9% | +13.5% | -73.4% | -49.2% |
| 1Y | -83.1% | +20.0% | -103.1% | -76.8% |
| 3Y | -98.3% | +77.2% | -175.5% | -95.9% |
| 5Y | -98.9% | +81.9% | -180.8% | -96.9% |
| 10Y | -100.0% | +314.1% | -414.1% | -100.0% |
| All | -100.0% | +466.3% | -566.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling