+161.8%
MAR vs JD
-60.2%
+222.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.1% |
| 7D | -4.2% | -1.7% | -2.5% | -3.9% |
| 30D | -6.7% | -13.2% | +6.5% | -5.0% |
| 3M | -12.5% | -3.2% | -9.3% | -12.3% |
| 6M | +0.6% | +15.2% | -14.7% | -1.7% |
| YTD | +9.1% | +2.0% | +7.1% | +8.3% |
| 1Y | +26.2% | -5.4% | +31.6% | +26.3% |
| 3Y | +68.2% | -9.1% | +77.3% | +64.8% |
| All | +161.8% | -60.2% | +222.1% | +171.2% |
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