+158.0%
MAR vs JD
-58.0%
+215.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +4.3% | +13.4% | -9.1% | +2.5% |
| 30D | +16.8% | +7.7% | +9.1% | +15.6% |
| 3M | +16.0% | -11.3% | +27.3% | +17.7% |
| 6M | +16.5% | -5.1% | +21.6% | +16.9% |
| YTD | +35.0% | +5.0% | +30.0% | +33.4% |
| 1Y | +49.4% | -5.6% | +55.0% | +49.7% |
| 3Y | +124.1% | +17.8% | +106.3% | +111.0% |
| All | +158.0% | -58.0% | +215.9% | +168.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling