+157.3%
O vs JD
+44.3%
+113.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.4% | -4.0% | +3.6% | -0.1% |
| 30D | +8.3% | +2.7% | +5.6% | +8.1% |
| 3M | -4.0% | -13.0% | +9.1% | -3.1% |
| 6M | -2.6% | -12.7% | +10.1% | -1.9% |
| YTD | +9.9% | -0.8% | +10.7% | +9.6% |
| 1Y | +9.8% | -8.9% | +18.7% | +10.2% |
| 3Y | +39.7% | +17.0% | +22.7% | +35.5% |
| 5Y | +9.2% | -63.5% | +72.7% | +12.3% |
| 10Y | +81.5% | +30.5% | +51.0% | +67.3% |
| All | +157.3% | +44.3% | +113.0% | +137.2% |
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 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