+200.4%
SE vs JD
-8.1%
+208.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | -6.1% | -1.7% | -4.4% | -5.7% |
| 30D | -2.5% | -13.2% | +10.7% | +1.0% |
| 3M | +21.7% | -3.2% | +24.9% | +22.2% |
| 6M | +27.0% | +15.2% | +11.8% | +21.6% |
| YTD | -12.1% | +2.0% | -14.1% | -13.1% |
| 1Y | -40.9% | -5.4% | -35.5% | -40.6% |
| All | +200.4% | -8.1% | +208.5% | +191.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling