+26.6%
MAR vs JD
-15.3%
+41.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | -0.5% | -3.0% | +2.5% | -0.2% |
| 30D | -4.7% | -19.3% | +14.7% | -2.6% |
| 3M | -15.6% | -6.0% | -9.6% | -15.2% |
| 6M | +1.2% | +1.8% | -0.6% | 0.0% |
| YTD | +7.5% | -2.6% | +10.1% | +7.3% |
| 1Y | +26.6% | -17.4% | +44.1% | +28.8% |
| All | +26.6% | -15.3% | +41.9% | +28.8% |
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 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