+424.9%
MAR vs JD
+20.5%
+404.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.1% | -2.6% | +0.5% | -1.7% |
| 30D | -5.7% | -15.4% | +9.7% | -3.0% |
| 3M | -14.6% | -5.0% | -9.6% | -14.1% |
| 6M | +1.3% | +0.9% | +0.4% | +0.7% |
| YTD | +6.7% | -2.5% | +9.2% | +6.5% |
| 1Y | +26.4% | -16.0% | +42.5% | +29.1% |
| 3Y | +64.7% | -8.5% | +73.3% | +59.4% |
| 5Y | +153.1% | -61.8% | +214.8% | +173.5% |
| All | +424.9% | +20.5% | +404.4% | +316.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling