+522.2%
LOW vs JD
+48.6%
+473.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +8.7% | +5.2% | +3.5% | +7.9% |
| 30D | +25.5% | +4.5% | +20.9% | +24.6% |
| 3M | +6.6% | -15.4% | +22.0% | +9.1% |
| 6M | +2.4% | -6.0% | +8.5% | +3.0% |
| YTD | -1.7% | +2.2% | -3.9% | -2.6% |
| 1Y | +1.7% | -6.7% | +8.3% | +2.1% |
| 3Y | +26.6% | +20.5% | +6.0% | +18.5% |
| 5Y | +10.1% | -58.4% | +68.6% | +15.4% |
| 10Y | +303.3% | +32.5% | +270.8% | +225.9% |
| All | +522.2% | +48.6% | +473.7% | +392.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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