-14.3%
QLD vs JD
-4.0%
-10.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +3.3% | -16.0% | -12.5% |
| 7D | -18.6% | +11.7% | -30.3% | -18.5% |
| 30D | -28.3% | +8.1% | -36.4% | -28.1% |
| 3M | -20.4% | -12.0% | -8.4% | -19.8% |
| 6M | -14.3% | -3.5% | -10.8% | -13.8% |
| All | -14.3% | -4.0% | -10.3% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling