-87.9%
JDZG vs SPY
+15.6%
-103.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.2% | -0.5% | +17.7% | +15.7% |
| 7D | +27.9% | +0.5% | +27.4% | +29.8% |
| 30D | +12.4% | -0.9% | +13.4% | +9.3% |
| 3M | -92.8% | +3.9% | -96.6% | -91.1% |
| All | -87.9% | +15.6% | -103.5% | -82.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling