+365.7%
SE vs JD
-16.3%
+382.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | +2.0% | +13.4% | -11.3% | -4.3% |
| 30D | -20.0% | +7.7% | -27.7% | -23.0% |
| 3M | -31.8% | -11.3% | -20.5% | -27.9% |
| 6M | -15.9% | -5.1% | -10.7% | -14.6% |
| YTD | -40.6% | +5.0% | -45.7% | -42.9% |
| 1Y | -50.7% | -5.6% | -45.0% | -50.0% |
| 3Y | +70.3% | +17.8% | +52.5% | +34.1% |
| 5Y | -78.8% | -57.2% | -21.7% | -72.0% |
| All | +365.7% | -16.3% | +382.1% | +348.7% |
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