+26.2%
MAR vs JD
-5.6%
+31.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.1% |
| 7D | -4.2% | -1.7% | -2.5% | -4.0% |
| 30D | -6.7% | -13.2% | +6.5% | -5.5% |
| 3M | -12.5% | -3.2% | -9.3% | -12.4% |
| 6M | +0.6% | +15.2% | -14.7% | -1.8% |
| YTD | +9.1% | +2.0% | +7.1% | +8.4% |
| 1Y | +26.2% | -5.4% | +31.6% | +25.6% |
| All | +26.2% | -5.6% | +31.9% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling