+698.6%
MAR vs JD
+52.8%
+645.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | +4.3% | +13.4% | -9.1% | +2.1% |
| 30D | +16.8% | +7.7% | +9.1% | +15.3% |
| 3M | +16.0% | -11.3% | +27.3% | +18.1% |
| 6M | +16.5% | -5.1% | +21.6% | +17.0% |
| YTD | +35.0% | +5.0% | +30.0% | +33.0% |
| 1Y | +49.4% | -5.6% | +55.0% | +49.8% |
| 3Y | +124.1% | +17.8% | +106.3% | +107.8% |
| 5Y | +159.2% | -57.2% | +216.3% | +173.3% |
| 10Y | +553.9% | +34.8% | +519.1% | +411.2% |
| All | +698.6% | +52.8% | +645.9% | +523.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling