+589.4%
SE vs JD
-18.8%
+608.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.8% |
| 7D | -6.1% | -1.7% | -4.4% | -5.3% |
| 30D | -2.5% | -13.2% | +10.7% | +4.2% |
| 3M | +21.7% | -3.2% | +24.9% | +22.9% |
| 6M | +27.0% | +15.2% | +11.8% | +16.6% |
| YTD | -12.1% | +2.0% | -14.1% | -14.2% |
| 1Y | -40.9% | -5.4% | -35.5% | -40.5% |
| 3Y | +191.0% | -9.1% | +200.1% | +163.7% |
| 5Y | -68.3% | -59.6% | -8.7% | -57.0% |
| All | +589.4% | -18.8% | +608.1% | +574.6% |
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